NetEase Inc (NTES)
103.67
+1.60
(+1.57%)
USD |
NASDAQ |
Apr 23, 16:00
103.67
0.00 (0.00%)
After-Hours: 20:00
NetEase Max Drawdown (5Y): 57.32% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| Tencent Holdings Ltd | 73.29% |
| Bilibili Inc | 94.30% |
| Tencent Music Entertainment Group | 90.19% |
| Autohome Inc | 84.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.111 |
| Beta (5Y) | 0.6505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.91% |
| Historical Sharpe Ratio (5Y) | 0.2388 |
| Historical Sortino (5Y) | 0.4249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.30% |