Noah Holdings Ltd (NOAH)
13.66
+0.57
(+4.35%)
USD |
NYSE |
May 03, 16:00
13.65
-0.01
(-0.07%)
After-Hours: 20:00
Noah Holdings Max Drawdown (5Y): 82.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 68.85% |
| July 31, 2020 | 68.85% |
| June 30, 2020 | 68.85% |
| May 31, 2020 | 68.85% |
| April 30, 2020 | 68.85% |
| March 31, 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
48.74%
Minimum
May 2019
82.16%
Maximum
Oct 2022
71.93%
Average
68.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| X Financial | 95.75% |
| Fanhua Inc | 87.52% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| Baiyu Holdings Inc | 99.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.53 |
| Beta (5Y) | 0.9429 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.56% |
| Historical Sharpe Ratio (5Y) | -0.5565 |
| Historical Sortino (5Y) | -0.9655 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.35% |