NiSun International Enterprise Development Group Co Ltd (NISN)
8.40
-0.20
(-2.33%)
USD |
NASDAQ |
Nov 21, 16:00
8.47
+0.07
(+0.83%)
Pre-Market: 08:21
NiSun International Enterprise Development Group Max Drawdown (5Y): 99.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.09% |
| September 30, 2024 | 99.09% |
| August 31, 2024 | 99.09% |
| July 31, 2024 | 99.09% |
| June 30, 2024 | 99.09% |
| May 31, 2024 | 99.09% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
99.09%
Maximum
Oct 2023
94.69%
Average
97.41%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.29 |
| Beta (5Y) | 1.280 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.9% |
| Historical Sharpe Ratio (5Y) | -0.2463 |
| Historical Sortino (5Y) | -0.5561 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.41% |