TuanChe Ltd (TC)
0.87
-0.04
(-4.50%)
USD |
NASDAQ |
Nov 05, 16:00
0.87
0.00 (0.00%)
After-Hours: 16:26
TuanChe Max Drawdown (5Y): 99.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.61% |
| September 30, 2024 | 99.61% |
| August 31, 2024 | 99.61% |
| July 31, 2024 | 99.61% |
| June 30, 2024 | 99.61% |
| May 31, 2024 | 99.61% |
| April 30, 2024 | 99.61% |
| March 31, 2024 | 99.61% |
| February 29, 2024 | 99.61% |
| January 31, 2024 | 99.57% |
| December 31, 2023 | 99.32% |
| November 30, 2023 | 99.03% |
| October 31, 2023 | 98.77% |
| September 30, 2023 | 98.49% |
| August 31, 2023 | 98.48% |
| July 31, 2023 | 98.48% |
| June 30, 2023 | 98.41% |
| May 31, 2023 | 98.40% |
| April 30, 2023 | 98.28% |
| March 31, 2023 | 98.28% |
| February 28, 2023 | 98.15% |
| January 31, 2023 | 97.61% |
| December 31, 2022 | 97.53% |
| November 30, 2022 | 96.97% |
| October 31, 2022 | 95.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.44% |
| August 31, 2022 | 95.44% |
| July 31, 2022 | 95.44% |
| June 30, 2022 | 94.57% |
| May 31, 2022 | 94.57% |
| April 30, 2022 | 94.57% |
| March 31, 2022 | 94.57% |
| February 28, 2022 | 94.57% |
| January 31, 2022 | 94.57% |
| December 31, 2021 | 94.57% |
| November 30, 2021 | 94.57% |
| October 31, 2021 | 94.28% |
| September 30, 2021 | 94.28% |
| August 31, 2021 | 94.28% |
| July 31, 2021 | 91.38% |
| June 30, 2021 | 91.32% |
| May 31, 2021 | 91.32% |
| April 30, 2021 | 91.32% |
| March 31, 2021 | 91.32% |
| February 28, 2021 | 91.32% |
| January 31, 2021 | 91.32% |
| December 31, 2020 | 91.32% |
| November 30, 2020 | 91.32% |
| October 31, 2020 | 90.33% |
| September 30, 2020 | 90.33% |
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
72.80%
Minimum
Nov 2019
99.61%
Maximum
Feb 2024
93.86%
Average
94.57%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Bilibili Inc | 94.30% |
| Jiayin Group Inc | 92.53% |
| PLDT Inc | 67.43% |
| Sify Technologies Ltd | 94.34% |
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
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% |