NetEase Inc (NTES)
86.45
-2.19
(-2.47%)
USD |
NASDAQ |
Nov 22, 16:00
86.51
+0.06
(+0.07%)
After-Hours: 20:00
NetEase Max Drawdown (5Y): 57.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.32% |
| September 30, 2024 | 57.32% |
| August 31, 2024 | 57.32% |
| July 31, 2024 | 57.32% |
| June 30, 2024 | 57.32% |
| May 31, 2024 | 57.32% |
| April 30, 2024 | 57.32% |
| March 31, 2024 | 57.32% |
| February 29, 2024 | 57.32% |
| January 31, 2024 | 57.32% |
| December 31, 2023 | 57.32% |
| November 30, 2023 | 57.32% |
| October 31, 2023 | 57.32% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
57.32%
Maximum
Oct 2022
52.47%
Average
49.01%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| Tencent Holdings Ltd | 73.29% |
| Bilibili Inc | -- |
| AirNet Technology Inc | 98.99% |
| ZW Data Action Technologies Inc | 98.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4180 |
| Beta (5Y) | 0.5662 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.73% |
| Historical Sharpe Ratio (5Y) | 0.1779 |
| Historical Sortino (5Y) | 0.318 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.29% |