PDD Holdings Inc (PDD)
104.05
-12.44
(-10.68%)
USD |
NASDAQ |
Nov 21, 16:00
104.69
+0.64
(+0.62%)
After-Hours: 20:00
PDD Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Amazon.com Inc | 56.15% |
| JD.com Inc | 79.15% |
| Alibaba Group Holding Ltd | 80.09% |
| XPeng Inc | -- |
| Stellantis NV | 70.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.59 |
| Beta (5Y) | 0.7130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.85% |
| Historical Sharpe Ratio (5Y) | 0.2991 |
| Historical Sortino (5Y) | 0.6768 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.79% |