Qifu Technology Inc (QFIN)

38.30 +0.39 (+1.03%) USD  |  NASDAQ  |  Dec 20, 16:00
38.25 -0.05 (-0.13%) After-Hours: 20:00
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Qifu Technology Max Drawdown (5Y): 76.71% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Lufax Holding Ltd --
The9 Ltd 99.57%
Qudian Inc 98.19%
UP Fintech Holding Ltd 93.65%
Highest Performances Holdings Inc 96.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 25.40
Beta (5Y) 0.6342
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 72.80%
Historical Sharpe Ratio (5Y) 0.4653
Historical Sortino (5Y) 1.078
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.89%