Scienjoy Holding Corp. (SJ)
0.86
+0.08
(+10.26%)
USD |
NASDAQ |
Oct 08, 16:00
Scienjoy Max Drawdown (5Y) : 96.24% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 96.24% |
| August 31, 2026 | 96.24% |
| July 31, 2026 | 96.24% |
| June 30, 2026 | 96.24% |
| May 31, 2026 | 96.24% |
| April 30, 2026 | 96.24% |
| March 31, 2026 | 96.24% |
| February 28, 2026 | 96.24% |
| January 31, 2026 | 96.24% |
| December 31, 2025 | 96.24% |
| November 30, 2025 | 96.24% |
| October 31, 2025 | 95.99% |
| September 30, 2025 | 95.64% |
| August 31, 2025 | 94.86% |
| July 31, 2025 | 94.40% |
| June 30, 2025 | 94.40% |
| May 31, 2025 | 94.40% |
| April 30, 2025 | 94.40% |
| March 31, 2025 | 94.00% |
| February 28, 2025 | 94.00% |
| January 31, 2025 | 94.00% |
| December 31, 2024 | 94.00% |
| November 30, 2024 | 94.00% |
| October 31, 2024 | 94.00% |
| September 30, 2024 | 94.00% |
| Date | Value |
|---|---|
| August 31, 2024 | 94.00% |
| July 31, 2024 | 94.00% |
| June 30, 2024 | 94.00% |
| May 31, 2024 | 94.00% |
| April 30, 2024 | 94.00% |
| March 31, 2024 | 94.00% |
| February 29, 2024 | 94.00% |
| January 31, 2024 | 89.19% |
| December 31, 2023 | 89.19% |
| November 30, 2023 | 89.19% |
| October 31, 2023 | 89.19% |
| September 30, 2023 | 89.19% |
| August 31, 2023 | 89.19% |
| July 31, 2023 | 89.19% |
| June 30, 2023 | 89.19% |
| May 31, 2023 | 89.19% |
| April 30, 2023 | 89.19% |
| March 31, 2023 | 89.19% |
| February 28, 2023 | 89.19% |
| January 31, 2023 | 89.19% |
| December 31, 2022 | 89.19% |
| November 30, 2022 | 89.19% |
| October 31, 2022 | 89.19% |
| September 30, 2022 | 86.63% |
| August 31, 2022 | 85.43% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iQIYI, Inc. | 95.75% |
| Tencent Music Entertainment Group | 90.19% |
| DouYu International Holdings Ltd. | 96.56% |
| Pop Culture Group Co., Ltd. | 99.98% |
| Mega Matrix Inc. - Ordinary Shares - Class A | 99.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.04 |
| Beta (5Y) | 0.8933 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.17% |
| Historical Sharpe Ratio (5Y) | -0.374 |
| Historical Sortino (5Y) | -0.6303 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.52% |