Noah Holdings Ltd (NOAH)
11.42
-0.22
(-1.85%)
USD |
NYSE |
Nov 14, 16:00
11.42
0.00 (0.00%)
After-Hours: 20:00
Noah Holdings Max Drawdown (5Y): 82.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.16% |
| September 30, 2024 | 82.16% |
| August 31, 2024 | 82.16% |
| July 31, 2024 | 82.16% |
| June 30, 2024 | 82.16% |
| May 31, 2024 | 82.16% |
| April 30, 2024 | 82.16% |
| March 31, 2024 | 82.16% |
| February 29, 2024 | 82.16% |
| January 31, 2024 | 82.16% |
| December 31, 2023 | 82.16% |
| November 30, 2023 | 82.16% |
| October 31, 2023 | 82.16% |
| September 30, 2023 | 82.16% |
| August 31, 2023 | 82.16% |
| July 31, 2023 | 82.16% |
| June 30, 2023 | 82.16% |
| May 31, 2023 | 82.16% |
| April 30, 2023 | 82.16% |
| March 31, 2023 | 82.16% |
| February 28, 2023 | 82.16% |
| January 31, 2023 | 82.16% |
| December 31, 2022 | 82.16% |
| November 30, 2022 | 82.16% |
| October 31, 2022 | 82.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.61% |
| August 31, 2022 | 77.12% |
| July 31, 2022 | 77.12% |
| June 30, 2022 | 77.12% |
| May 31, 2022 | 77.12% |
| April 30, 2022 | 73.91% |
| March 31, 2022 | 71.37% |
| February 28, 2022 | 68.85% |
| January 31, 2022 | 68.85% |
| December 31, 2021 | 68.85% |
| November 30, 2021 | 68.85% |
| October 31, 2021 | 68.85% |
| September 30, 2021 | 68.85% |
| August 31, 2021 | 68.85% |
| July 31, 2021 | 68.85% |
| June 30, 2021 | 68.85% |
| May 31, 2021 | 68.85% |
| April 30, 2021 | 68.85% |
| March 31, 2021 | 68.85% |
| February 28, 2021 | 68.85% |
| January 31, 2021 | 68.85% |
| December 31, 2020 | 68.85% |
| November 30, 2020 | 68.85% |
| October 31, 2020 | 68.85% |
| September 30, 2020 | 68.85% |
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
60.43%
Minimum
Nov 2019
82.16%
Maximum
Oct 2022
74.71%
Average
75.51%
Median
Max Drawdown (5Y) Benchmarks
| CNFinance Holdings Ltd | 84.86% |
| The9 Ltd | 99.57% |
| Pintec Technology Holdings Ltd | 99.58% |
| AIX Inc | 94.86% |
| Baiyu Holdings Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.34 |
| Beta (5Y) | 0.7801 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.94% |
| Historical Sharpe Ratio (5Y) | -0.2646 |
| Historical Sortino (5Y) | -0.4874 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.80% |