Secoo Holding Ltd (SECOY)
0.0008
0.00 (0.00%)
USD |
OTCM |
May 09, 16:00
Secoo Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
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% |
Date | Value |
---|---|
March 31, 2022 | 97.76% |
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% |
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
51.54%
Minimum
May 2019
100.00%
Maximum
Apr 2024
87.52%
Average
93.98%
Median
Max Drawdown (5Y) Benchmarks
CXJ Group Co Ltd | 100.0% |
Qingdao Footwear Inc | 99.59% |
Lizhan Environmental Corp | 99.00% |
MOGU Inc | 99.50% |
Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -95.03 |
Beta (5Y) | 0.236 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.8% |
Historical Sharpe Ratio (5Y) | -0.7775 |
Historical Sortino (5Y) | -1.632 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.13% |