Qudian Inc (QD)
2.425
+0.02
(+1.04%)
USD |
NYSE |
May 02, 16:00
2.425
0.00 (0.00%)
After-Hours: 20:00
Qudian Max Drawdown (5Y): 98.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.19% |
| March 31, 2024 | 98.19% |
| February 29, 2024 | 98.19% |
| January 31, 2024 | 98.19% |
| December 31, 2023 | 98.19% |
| November 30, 2023 | 98.19% |
| October 31, 2023 | 98.19% |
| September 30, 2023 | 98.19% |
| August 31, 2023 | 98.19% |
| July 31, 2023 | 98.19% |
| June 30, 2023 | 98.19% |
| May 31, 2023 | 98.19% |
| April 30, 2023 | 98.19% |
| March 31, 2023 | 98.19% |
| February 28, 2023 | 98.19% |
| January 31, 2023 | 98.19% |
| December 31, 2022 | 98.19% |
| November 30, 2022 | 98.19% |
| October 31, 2022 | 98.19% |
| September 30, 2022 | 98.19% |
| August 31, 2022 | 98.19% |
| July 31, 2022 | 98.19% |
| June 30, 2022 | 98.19% |
| May 31, 2022 | 98.19% |
| April 30, 2022 | 98.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.19% |
| February 28, 2022 | 97.66% |
| January 31, 2022 | 97.56% |
| December 31, 2021 | 97.46% |
| November 30, 2021 | 96.62% |
| October 31, 2021 | 96.62% |
| September 30, 2021 | 96.62% |
| August 31, 2021 | 96.62% |
| July 31, 2021 | 96.62% |
| June 30, 2021 | 96.62% |
| May 31, 2021 | 96.62% |
| April 30, 2021 | 96.62% |
| March 31, 2021 | 96.62% |
| February 28, 2021 | 96.62% |
| January 31, 2021 | 96.62% |
| December 31, 2020 | 96.62% |
| November 30, 2020 | 96.45% |
| October 31, 2020 | 96.45% |
| September 30, 2020 | 96.45% |
| August 31, 2020 | 96.13% |
| July 31, 2020 | 96.13% |
| June 30, 2020 | 96.13% |
| May 31, 2020 | 96.13% |
| April 30, 2020 | 96.13% |
| March 31, 2020 | 96.13% |
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
88.25%
Minimum
May 2019
98.19%
Maximum
Mar 2022
96.05%
Average
96.62%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Highest Performances Holdings Inc | 85.10% |
| Fanhua Inc | 87.52% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.20 |
| Beta (5Y) | 0.6867 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.23% |
| Historical Sharpe Ratio (5Y) | -0.272 |
| Historical Sortino (5Y) | -0.5965 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.01% |