Noah Holdings Ltd (NOAH)

11.61 +0.08 (+0.69%) USD  |  NYSE  |  Dec 20, 16:00
11.57 -0.04 (-0.34%) After-Hours: 20:00
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Noah Holdings Max Drawdown (5Y): 82.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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The9 Ltd 99.57%
Pintec Technology Holdings Ltd 99.58%
CNFinance Holdings Ltd 85.24%
UP Fintech Holding Ltd 93.65%
Highest Performances Holdings Inc 96.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -23.14
Beta (5Y) 0.7963
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.46%
Historical Sharpe Ratio (5Y) -0.234
Historical Sortino (5Y) -0.4307
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.80%