Qifu Technology Inc (QFIN)
35.21
-0.04
(-0.11%)
USD |
NASDAQ |
Nov 21, 16:00
34.94
-0.27
(-0.77%)
After-Hours: 05:37
Qifu Technology 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
| Lufax Holding Ltd | -- |
| X Financial | 95.75% |
| The9 Ltd | 99.57% |
| UP Fintech Holding Ltd | -- |
| Highest Performances Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.90 |
| Beta (5Y) | 0.6109 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.82% |
| Historical Sharpe Ratio (5Y) | 0.4366 |
| Historical Sortino (5Y) | 1.012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.89% |