NIO Inc (NIO)
4.71
+0.06
(+1.29%)
USD |
NYSE |
Nov 21, 16:00
4.68
-0.03
(-0.64%)
After-Hours: 20:00
NIO Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Li Auto Inc | -- |
| XPeng Inc | -- |
| ZEEKR Intelligent Technology Holding Ltd | -- |
| JD.com Inc | 79.15% |
| Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.601 |
| Beta (5Y) | 1.909 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.8% |
| Historical Sharpe Ratio (5Y) | 0.2503 |
| Historical Sortino (5Y) | 0.7504 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.19% |