Secoo Holding Ltd (SECO)
0.4049
+0.02
(+5.17%)
USD |
NASDAQ |
Apr 25, 16:00
Secoo Max Drawdown (5Y): 99.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.72% |
| February 29, 2024 | 99.72% |
| January 31, 2024 | 99.72% |
| December 31, 2023 | 99.72% |
| November 30, 2023 | 99.72% |
| October 31, 2023 | 99.72% |
| September 30, 2023 | 99.72% |
| August 31, 2023 | 99.63% |
| July 31, 2023 | 99.63% |
| June 30, 2023 | 99.63% |
| May 31, 2023 | 99.63% |
| April 30, 2023 | 99.63% |
| March 31, 2023 | 99.63% |
| February 28, 2023 | 98.91% |
| January 31, 2023 | 98.91% |
| December 31, 2022 | 98.91% |
| November 30, 2022 | 98.91% |
| October 31, 2022 | 98.48% |
| September 30, 2022 | 98.48% |
| August 31, 2022 | 98.48% |
| July 31, 2022 | 98.48% |
| June 30, 2022 | 98.48% |
| May 31, 2022 | 98.44% |
| April 30, 2022 | 97.80% |
| March 31, 2022 | 97.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.76% |
| January 31, 2022 | 97.62% |
| December 31, 2021 | 97.40% |
| November 30, 2021 | 95.60% |
| October 31, 2021 | 92.35% |
| September 30, 2021 | 91.67% |
| August 31, 2021 | 88.67% |
| July 31, 2021 | 87.78% |
| June 30, 2021 | 85.32% |
| May 31, 2021 | 85.32% |
| April 30, 2021 | 85.32% |
| March 31, 2021 | 85.32% |
| February 28, 2021 | 85.32% |
| January 31, 2021 | 85.32% |
| December 31, 2020 | 85.32% |
| November 30, 2020 | 85.32% |
| October 31, 2020 | 85.32% |
| September 30, 2020 | 85.32% |
| August 31, 2020 | 85.32% |
| July 31, 2020 | 85.32% |
| June 30, 2020 | 85.32% |
| May 31, 2020 | 84.44% |
| April 30, 2020 | 84.44% |
| March 31, 2020 | 74.40% |
| February 29, 2020 | 62.15% |
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
44.01%
Minimum
Apr 2019
99.72%
Maximum
Oct 2023
86.59%
Average
92.01%
Median
Max Drawdown (5Y) Benchmarks
| Boqii Holding Ltd | -- |
| MOGU Inc | 99.50% |
| Tuniu Corp | 96.04% |
| Uxin Ltd | 99.62% |
| Baozun Inc | 96.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -67.30 |
| Beta (5Y) | -0.0366 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.0% |
| Historical Sharpe Ratio (5Y) | -0.5745 |
| Historical Sortino (5Y) | -1.235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.62% |