Tencent Holdings Ltd (TCEHY)

54.68 +1.60 (+3.01%) USD  |  OTCM  |  Dec 20, 16:00
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Tencent Holdings Max Drawdown (5Y): 73.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Baidu Inc 77.47%
NetEase Inc 57.32%
Bilibili Inc 94.30%
iQIYI Inc 95.45%
AirNet Technology Inc 98.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.034
Beta (5Y) 0.1848
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.71%
Historical Sharpe Ratio (5Y) 0.0904
Historical Sortino (5Y) 0.1771
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.37%