TAL Education Group (TAL)
9.85
-0.28
(-2.76%)
USD |
NYSE |
Nov 21, 14:14
TAL Education Group Max Drawdown (5Y): 98.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.06% |
| September 30, 2024 | 98.06% |
| August 31, 2024 | 98.06% |
| July 31, 2024 | 98.06% |
| June 30, 2024 | 98.06% |
| May 31, 2024 | 98.06% |
| April 30, 2024 | 98.06% |
| March 31, 2024 | 98.06% |
| February 29, 2024 | 98.06% |
| January 31, 2024 | 98.06% |
| December 31, 2023 | 98.06% |
| November 30, 2023 | 98.06% |
| October 31, 2023 | 98.06% |
| September 30, 2023 | 98.06% |
| August 31, 2023 | 98.06% |
| July 31, 2023 | 98.06% |
| June 30, 2023 | 98.06% |
| May 31, 2023 | 98.06% |
| April 30, 2023 | 98.06% |
| March 31, 2023 | 98.06% |
| February 28, 2023 | 98.06% |
| January 31, 2023 | 98.06% |
| December 31, 2022 | 98.06% |
| November 30, 2022 | 98.06% |
| October 31, 2022 | 98.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.06% |
| August 31, 2022 | 98.06% |
| July 31, 2022 | 98.06% |
| June 30, 2022 | 98.06% |
| May 31, 2022 | 98.06% |
| April 30, 2022 | 98.06% |
| March 31, 2022 | 98.06% |
| February 28, 2022 | 97.34% |
| January 31, 2022 | 97.34% |
| December 31, 2021 | 96.18% |
| November 30, 2021 | 95.73% |
| October 31, 2021 | 95.46% |
| September 30, 2021 | 95.16% |
| August 31, 2021 | 95.12% |
| July 31, 2021 | 95.12% |
| June 30, 2021 | 77.13% |
| May 31, 2021 | 60.54% |
| April 30, 2021 | 54.10% |
| March 31, 2021 | 54.10% |
| February 28, 2021 | 54.10% |
| January 31, 2021 | 54.10% |
| December 31, 2020 | 54.10% |
| November 30, 2020 | 54.10% |
| October 31, 2020 | 54.10% |
| September 30, 2020 | 54.10% |
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
54.10%
Minimum
Nov 2019
98.06%
Maximum
Mar 2022
83.61%
Average
98.06%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| New Oriental Education & Technology Group Inc | 95.61% |
| Tantech Holdings Ltd | 99.99% |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.93% |
| Big Tree Cloud Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.51 |
| Beta (5Y) | 0.0401 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.14% |
| Historical Sharpe Ratio (5Y) | -0.346 |
| Historical Sortino (5Y) | -0.4968 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.99% |