TuanChe Ltd (TC)
0.91
+0.06
(+7.37%)
USD |
NASDAQ |
Nov 21, 16:00
0.97
+0.06
(+6.59%)
After-Hours: 04:05
TuanChe Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Jiayin Group Inc | -- |
| PLDT Inc | 68.17% |
| Sify Technologies Ltd | 94.34% |
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| iQIYI Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -68.15 |
| Beta (5Y) | 0.0891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.0% |
| Historical Sharpe Ratio (5Y) | -0.6504 |
| Historical Sortino (5Y) | -1.188 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.40% |