NIO Inc (NIO)
5.18
+0.08
(+1.57%)
USD |
NYSE |
Nov 04, 12:57
NIO Max Drawdown (5Y): 94.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.16% |
| September 30, 2024 | 94.16% |
| August 31, 2024 | 94.16% |
| July 31, 2024 | 93.95% |
| June 30, 2024 | 93.95% |
| May 31, 2024 | 93.95% |
| April 30, 2024 | 93.95% |
| March 31, 2024 | 92.84% |
| February 29, 2024 | 91.44% |
| January 31, 2024 | 91.06% |
| December 31, 2023 | 88.62% |
| November 30, 2023 | 88.62% |
| October 31, 2023 | 88.62% |
| September 30, 2023 | 88.62% |
| August 31, 2023 | 88.62% |
| July 31, 2023 | 88.62% |
| June 30, 2023 | 88.62% |
| May 31, 2023 | 88.62% |
| April 30, 2023 | 88.62% |
| March 31, 2023 | 88.62% |
| February 28, 2023 | 88.62% |
| January 31, 2023 | 88.62% |
| December 31, 2022 | 88.62% |
| November 30, 2022 | 88.62% |
| October 31, 2022 | 88.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.62% |
| August 31, 2022 | 88.62% |
| July 31, 2022 | 88.62% |
| June 30, 2022 | 88.62% |
| May 31, 2022 | 88.62% |
| April 30, 2022 | 88.62% |
| March 31, 2022 | 88.62% |
| February 28, 2022 | 88.62% |
| January 31, 2022 | 88.62% |
| December 31, 2021 | 88.62% |
| November 30, 2021 | 88.62% |
| October 31, 2021 | 88.62% |
| September 30, 2021 | 88.62% |
| August 31, 2021 | 88.62% |
| July 31, 2021 | 88.62% |
| June 30, 2021 | 88.62% |
| May 31, 2021 | 88.62% |
| April 30, 2021 | 88.62% |
| March 31, 2021 | 88.62% |
| February 28, 2021 | 88.62% |
| January 31, 2021 | 88.62% |
| December 31, 2020 | 88.62% |
| November 30, 2020 | 88.62% |
| October 31, 2020 | 88.62% |
| September 30, 2020 | 88.62% |
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
88.62%
Minimum
Nov 2019
94.16%
Maximum
Aug 2024
89.41%
Average
88.62%
Median
Nov 2019
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) | 1.908 |
| 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% |