Noah Holdings Ltd. (NOAH)
10.10
+0.03
(+0.30%)
USD |
NYSE |
Jun 10, 16:00
10.08
-0.02
(-0.20%)
Pre-Market: 20:00
Noah Holdings Max Drawdown (5Y) : 82.16% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 82.16% |
| April 30, 2026 | 82.16% |
| March 31, 2026 | 82.16% |
| February 28, 2026 | 82.16% |
| January 31, 2026 | 82.16% |
| December 31, 2025 | 82.16% |
| November 30, 2025 | 82.16% |
| October 31, 2025 | 82.16% |
| September 30, 2025 | 82.16% |
| August 31, 2025 | 82.16% |
| July 31, 2025 | 82.16% |
| June 30, 2025 | 82.16% |
| May 31, 2025 | 82.16% |
| April 30, 2025 | 82.16% |
| March 31, 2025 | 82.16% |
| February 28, 2025 | 82.16% |
| January 31, 2025 | 82.16% |
| December 31, 2024 | 82.16% |
| November 30, 2024 | 82.16% |
| 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% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| China Renaissance Holdings Ltd. | 99.99% |
| AllianceBernstein Holding LP | 45.81% |
| Affiliated Managers Group, Inc. | 46.74% |
| Ameriprise Financial, Inc. | 31.53% |
| Franklin Resources, Inc. | 47.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.70 |
| Beta (5Y) | 0.7966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.28% |
| Historical Sharpe Ratio (5Y) | -0.4717 |
| Historical Sortino (5Y) | -0.8422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.67% |