Qifu Technology Inc (QFIN)
19.50
-0.38
(-1.91%)
USD |
NASDAQ |
May 03, 16:00
19.50
0.00 (0.00%)
After-Hours: 20:00
Qifu Technology Max Drawdown (5Y): 76.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.71% |
March 31, 2024 | 76.71% |
February 29, 2024 | 76.71% |
January 31, 2024 | 76.71% |
December 31, 2023 | 76.71% |
November 30, 2023 | 76.71% |
October 31, 2023 | 76.71% |
September 30, 2023 | 76.71% |
August 31, 2023 | 76.71% |
July 31, 2023 | 76.71% |
June 30, 2023 | 76.71% |
May 31, 2023 | 76.71% |
April 30, 2023 | 76.71% |
March 31, 2023 | 76.71% |
February 28, 2023 | 76.71% |
January 31, 2023 | 76.71% |
December 31, 2022 | 76.71% |
November 30, 2022 | 76.71% |
October 31, 2022 | 76.71% |
September 30, 2022 | 72.99% |
August 31, 2022 | 72.99% |
July 31, 2022 | 72.99% |
June 30, 2022 | 72.99% |
May 31, 2022 | 72.99% |
April 30, 2022 | 72.99% |
Date | Value |
---|---|
March 31, 2022 | 72.99% |
February 28, 2022 | 72.99% |
January 31, 2022 | 72.99% |
December 31, 2021 | 72.99% |
November 30, 2021 | 72.99% |
October 31, 2021 | 72.99% |
September 30, 2021 | 72.99% |
August 31, 2021 | 72.99% |
July 31, 2021 | 72.99% |
June 30, 2021 | 72.99% |
May 31, 2021 | 72.99% |
April 30, 2021 | 72.99% |
March 31, 2021 | 72.99% |
February 28, 2021 | 72.99% |
January 31, 2021 | 72.99% |
December 31, 2020 | 72.99% |
November 30, 2020 | 72.99% |
October 31, 2020 | 72.99% |
September 30, 2020 | 72.99% |
August 31, 2020 | 72.99% |
July 31, 2020 | 72.99% |
June 30, 2020 | 72.99% |
May 31, 2020 | 72.99% |
April 30, 2020 | 72.99% |
March 31, 2020 | 72.99% |
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
39.09%
Minimum
May 2019
76.71%
Maximum
Oct 2022
72.17%
Average
72.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
LexinFintech Holdings Ltd | 93.19% |
UP Fintech Holding Ltd | 93.65% |
Highest Performances Holdings Inc | 85.10% |
Fanhua Inc | 87.52% |
Dunxin Financial Holdings Ltd | 99.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.262 |
Beta (5Y) | 0.5684 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.12% |
Historical Sharpe Ratio (5Y) | -0.0129 |
Historical Sortino (5Y) | -0.0307 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.10% |