NetEase Inc (NTES)
99.04
+0.21
(+0.21%)
USD |
NASDAQ |
Oct 04, 15:39
NetEase Max Drawdown (5Y): 57.32% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 57.32% |
| August 31, 2023 | 57.32% |
| July 31, 2023 | 57.32% |
| June 30, 2023 | 57.32% |
| May 31, 2023 | 57.32% |
| April 30, 2023 | 57.32% |
| March 31, 2023 | 57.32% |
| February 28, 2023 | 57.32% |
| January 31, 2023 | 57.32% |
| December 31, 2022 | 57.32% |
| November 30, 2022 | 57.32% |
| October 31, 2022 | 57.32% |
| September 30, 2022 | 49.01% |
| August 31, 2022 | 49.01% |
| July 31, 2022 | 49.01% |
| June 30, 2022 | 49.01% |
| May 31, 2022 | 49.01% |
| April 30, 2022 | 49.01% |
| March 31, 2022 | 49.01% |
| February 28, 2022 | 49.01% |
| January 31, 2022 | 49.01% |
| December 31, 2021 | 49.01% |
| November 30, 2021 | 49.01% |
| October 31, 2021 | 49.01% |
| September 30, 2021 | 49.01% |
| Date | Value |
|---|---|
| August 31, 2021 | 49.01% |
| July 31, 2021 | 49.01% |
| June 30, 2021 | 49.01% |
| May 31, 2021 | 49.01% |
| April 30, 2021 | 49.01% |
| March 31, 2021 | 49.01% |
| February 28, 2021 | 49.01% |
| January 31, 2021 | 49.01% |
| December 31, 2020 | 49.01% |
| November 30, 2020 | 49.01% |
| October 31, 2020 | 49.01% |
| September 30, 2020 | 49.01% |
| August 31, 2020 | 49.01% |
| July 31, 2020 | 49.01% |
| June 30, 2020 | 49.01% |
| May 31, 2020 | 49.01% |
| April 30, 2020 | 49.01% |
| March 31, 2020 | 49.01% |
| February 29, 2020 | 49.01% |
| January 31, 2020 | 49.01% |
| December 31, 2019 | 49.01% |
| November 30, 2019 | 49.01% |
| October 31, 2019 | 49.01% |
| September 30, 2019 | 49.01% |
| August 31, 2019 | 49.01% |
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
49.01%
Minimum
Oct 2018
57.32%
Maximum
Oct 2022
50.67%
Average
49.01%
Median
Oct 2018
Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| Tencent Music Entertainment Group | -- |
| Bilibili Inc | 94.30% |
| Tencent Holdings Ltd | 73.29% |
| Weibo Corp | 92.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.40 |
| Beta (5Y) | 0.6044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.24% |
| Historical Sharpe Ratio (5Y) | 0.6637 |
| Historical Sortino (5Y) | 1.133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.67% |