So-Young International Inc (SY)
0.90
+0.10
(+12.54%)
USD |
NASDAQ |
Nov 14, 11:56
So-Young International Max Drawdown (5Y): 97.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.54% |
| September 30, 2024 | 97.54% |
| August 31, 2024 | 97.54% |
| July 31, 2024 | 97.54% |
| June 30, 2024 | 97.54% |
| May 31, 2024 | 97.54% |
| April 30, 2024 | 97.54% |
| March 31, 2024 | 97.54% |
| February 29, 2024 | 97.54% |
| January 31, 2024 | 97.54% |
| December 31, 2023 | 97.54% |
| November 30, 2023 | 97.54% |
| October 31, 2023 | 97.54% |
| September 30, 2023 | 97.54% |
| August 31, 2023 | 97.54% |
| July 31, 2023 | 97.54% |
| June 30, 2023 | 97.54% |
| May 31, 2023 | 97.54% |
| April 30, 2023 | 97.54% |
| March 31, 2023 | 97.54% |
| February 28, 2023 | 97.54% |
| January 31, 2023 | 97.54% |
| December 31, 2022 | 97.54% |
| November 30, 2022 | 97.54% |
| October 31, 2022 | 97.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.53% |
| August 31, 2022 | 96.17% |
| July 31, 2022 | 95.98% |
| June 30, 2022 | 95.88% |
| May 31, 2022 | 95.19% |
| April 30, 2022 | 93.55% |
| March 31, 2022 | 93.55% |
| February 28, 2022 | 89.36% |
| January 31, 2022 | 89.26% |
| December 31, 2021 | 85.80% |
| November 30, 2021 | 82.52% |
| October 31, 2021 | 81.37% |
| September 30, 2021 | 80.69% |
| August 31, 2021 | 73.23% |
| July 31, 2021 | 68.61% |
| June 30, 2021 | 63.75% |
| May 31, 2021 | 63.75% |
| April 30, 2021 | 58.83% |
| March 31, 2021 | 58.83% |
| February 28, 2021 | 58.83% |
| January 31, 2021 | 58.83% |
| December 31, 2020 | 58.83% |
| November 30, 2020 | 58.83% |
| October 31, 2020 | 58.83% |
| September 30, 2020 | 58.83% |
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
58.83%
Minimum
Nov 2019
97.54%
Maximum
Oct 2022
82.38%
Average
94.37%
Median
Max Drawdown (5Y) Benchmarks
| Sinovac Biotech Ltd | 0.00% |
| CASI Pharmaceuticals Inc | 98.20% |
| Zai Lab Ltd | 92.84% |
| Adagene Inc | -- |
| LakeShore Biopharma Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.69 |
| Beta (5Y) | 0.8996 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.70% |
| Historical Sharpe Ratio (5Y) | -0.4738 |
| Historical Sortino (5Y) | -1.195 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.71% |