Niu Technologies (NIU)
1.80
+0.01
(+0.56%)
USD |
NASDAQ |
Nov 21, 16:00
1.79
-0.01
(-0.56%)
Pre-Market: 08:01
Niu Technologies 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Li Auto Inc | -- |
| XPeng Inc | -- |
| ZEEKR Intelligent Technology Holding Ltd | -- |
| China Automotive Systems Inc | 82.79% |
| H World Group Ltd | 64.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.46 |
| Beta (5Y) | 0.5091 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.28% |
| Historical Sharpe Ratio (5Y) | -0.3391 |
| Historical Sortino (5Y) | -0.855 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.66% |