Baijiayun Group Ltd (RTC)
0.8913
-0.12
(-12.19%)
USD |
NASDAQ |
May 21, 11:56
Baijiayun Group Max Drawdown (5Y): 95.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.51% |
March 31, 2024 | 95.51% |
February 29, 2024 | 95.51% |
January 31, 2024 | 94.12% |
December 31, 2023 | 90.18% |
November 30, 2023 | 88.96% |
October 31, 2023 | 83.33% |
September 30, 2023 | 74.76% |
August 31, 2023 | 74.76% |
July 31, 2023 | 76.99% |
June 30, 2023 | 76.99% |
May 31, 2023 | 76.99% |
April 30, 2023 | 76.99% |
March 31, 2023 | 76.99% |
February 28, 2023 | 76.99% |
January 31, 2023 | 76.99% |
December 31, 2022 | 76.99% |
November 30, 2022 | 76.99% |
October 31, 2022 | 76.99% |
September 30, 2022 | 78.57% |
August 31, 2022 | 79.91% |
July 31, 2022 | 79.91% |
June 30, 2022 | 79.91% |
May 31, 2022 | 79.91% |
April 30, 2022 | 79.91% |
Date | Value |
---|---|
March 31, 2022 | 79.91% |
February 28, 2022 | 79.91% |
January 31, 2022 | 79.91% |
December 31, 2021 | 79.91% |
November 30, 2021 | 79.91% |
October 31, 2021 | 84.68% |
September 30, 2021 | 86.36% |
August 31, 2021 | 86.36% |
July 31, 2021 | 86.36% |
June 30, 2021 | 86.36% |
May 31, 2021 | 86.36% |
April 30, 2021 | 86.36% |
March 31, 2021 | 86.36% |
February 28, 2021 | 86.36% |
January 31, 2021 | 87.47% |
December 31, 2020 | 88.13% |
November 30, 2020 | 88.70% |
October 31, 2020 | 88.70% |
September 30, 2020 | 88.70% |
August 31, 2020 | 88.82% |
July 31, 2020 | 88.82% |
June 30, 2020 | 88.82% |
May 31, 2020 | 88.82% |
April 30, 2020 | 88.82% |
March 31, 2020 | 88.82% |
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
74.76%
Minimum
Aug 2023
95.51%
Maximum
Feb 2024
85.09%
Average
86.36%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
VNET Group Inc | 96.67% |
GDS Holdings Ltd | 95.63% |
9F Inc | -- |
Global Mofy Metaverse Ltd | -- |
Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.23 |
Beta (5Y) | 0.7044 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.5% |
Historical Sharpe Ratio (5Y) | -0.0696 |
Historical Sortino (5Y) | -0.1546 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.38% |