NiSun International Enterprise Development Group Co Ltd (NISN)
7.13
0.00 (0.00%)
USD |
NASDAQ |
May 02, 16:00
7.13
0.00 (0.00%)
After-Hours: 20:00
NiSun International Enterprise Development Group Max Drawdown (5Y): 99.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.09% |
| March 31, 2024 | 99.09% |
| February 29, 2024 | 99.09% |
| January 31, 2024 | 99.09% |
| December 31, 2023 | 99.09% |
| November 30, 2023 | 99.09% |
| October 31, 2023 | 99.09% |
| September 30, 2023 | 99.00% |
| August 31, 2023 | 98.88% |
| July 31, 2023 | 98.50% |
| June 30, 2023 | 98.46% |
| May 31, 2023 | 98.46% |
| April 30, 2023 | 98.25% |
| March 31, 2023 | 98.25% |
| February 28, 2023 | 98.12% |
| January 31, 2023 | 98.12% |
| December 31, 2022 | 98.12% |
| November 30, 2022 | 98.12% |
| October 31, 2022 | 98.12% |
| September 30, 2022 | 98.12% |
| August 31, 2022 | 97.67% |
| July 31, 2022 | 97.67% |
| June 30, 2022 | 97.67% |
| May 31, 2022 | 97.67% |
| April 30, 2022 | 97.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.91% |
| February 28, 2022 | 96.71% |
| January 31, 2022 | 94.16% |
| December 31, 2021 | 89.97% |
| November 30, 2021 | 89.97% |
| October 31, 2021 | 89.97% |
| September 30, 2021 | 89.97% |
| August 31, 2021 | 89.97% |
| July 31, 2021 | 89.97% |
| June 30, 2021 | 89.97% |
| May 31, 2021 | 89.97% |
| April 30, 2021 | 89.97% |
| March 31, 2021 | 89.97% |
| February 28, 2021 | 89.97% |
| January 31, 2021 | 89.97% |
| December 31, 2020 | 89.97% |
| November 30, 2020 | 89.97% |
| October 31, 2020 | 89.97% |
| September 30, 2020 | 89.97% |
| August 31, 2020 | 89.97% |
| July 31, 2020 | 89.97% |
| June 30, 2020 | 89.97% |
| May 31, 2020 | 89.97% |
| April 30, 2020 | 89.97% |
| March 31, 2020 | 89.97% |
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
89.97%
Minimum
May 2019
99.09%
Maximum
Oct 2023
93.78%
Average
89.97%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Zhibao Technology Inc | -- |
| Fanhua Inc | 87.52% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| LexinFintech Holdings Ltd | 93.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.18 |
| Beta (5Y) | 1.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.1% |
| Historical Sharpe Ratio (5Y) | -0.0753 |
| Historical Sortino (5Y) | -0.1499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.83% |