Tencent Holdings Ltd (TCEHY)
39.03
+0.12
(+0.31%)
USD |
OTCM |
Mar 28, 14:12
Tencent Holdings Max Drawdown (5Y): 73.29% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 73.29% |
January 31, 2024 | 73.29% |
December 31, 2023 | 73.29% |
November 30, 2023 | 73.29% |
October 31, 2023 | 73.29% |
September 30, 2023 | 73.29% |
August 31, 2023 | 73.29% |
July 31, 2023 | 73.29% |
June 30, 2023 | 73.29% |
May 31, 2023 | 73.29% |
April 30, 2023 | 73.29% |
March 31, 2023 | 73.29% |
February 28, 2023 | 73.29% |
January 31, 2023 | 73.29% |
December 31, 2022 | 73.29% |
November 30, 2022 | 73.29% |
October 31, 2022 | 73.29% |
September 30, 2022 | 64.82% |
August 31, 2022 | 61.18% |
July 31, 2022 | 59.79% |
June 30, 2022 | 59.18% |
May 31, 2022 | 59.18% |
April 30, 2022 | 59.18% |
March 31, 2022 | 59.18% |
February 28, 2022 | 47.14% |
Date | Value |
---|---|
January 31, 2022 | 47.14% |
December 31, 2021 | 47.14% |
November 30, 2021 | 47.14% |
October 31, 2021 | 47.14% |
September 30, 2021 | 47.14% |
August 31, 2021 | 47.14% |
July 31, 2021 | 47.14% |
June 30, 2021 | 47.14% |
May 31, 2021 | 47.14% |
April 30, 2021 | 47.14% |
March 31, 2021 | 47.14% |
February 28, 2021 | 47.14% |
January 31, 2021 | 47.14% |
December 31, 2020 | 47.14% |
November 30, 2020 | 47.14% |
October 31, 2020 | 47.14% |
September 30, 2020 | 47.14% |
August 31, 2020 | 47.14% |
July 31, 2020 | 47.14% |
June 30, 2020 | 47.14% |
May 31, 2020 | 47.14% |
April 30, 2020 | 47.14% |
March 31, 2020 | 47.14% |
February 29, 2020 | 47.14% |
January 31, 2020 | 47.14% |
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
47.14%
Minimum
Mar 2019
73.29%
Maximum
Oct 2022
56.09%
Average
47.14%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
Baidu Inc | 77.47% |
NetEase Inc | 57.32% |
Bilibili Inc | 94.30% |
Weibo Corp | 92.34% |
Kuaishou Technology | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.403 |
Beta (5Y) | 0.3126 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.58% |
Historical Sharpe Ratio (5Y) | -0.117 |
Historical Sortino (5Y) | -0.2205 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.75% |