Pintec Technology Holdings Ltd (PT)
0.96
-0.04
(-4.00%)
USD |
NASDAQ |
Nov 21, 16:00
0.98
+0.02
(+2.08%)
Pre-Market: 20:00
Pintec Technology 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
| LexinFintech Holdings Ltd | -- |
| The9 Ltd | 99.57% |
| Noah Holdings Ltd | 82.16% |
| CNFinance Holdings Ltd | -- |
| UP Fintech Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.90 |
| Beta (5Y) | 0.8144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.4% |
| Historical Sharpe Ratio (5Y) | -0.2483 |
| Historical Sortino (5Y) | -0.5261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.38% |