Tencent Holdings Ltd (TCEHY)
54.92
+1.25
(+2.33%)
USD |
OTCM |
Nov 05, 16:02
Tencent Holdings Max Drawdown (5Y): 73.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.29% |
| September 30, 2024 | 73.29% |
| August 31, 2024 | 73.29% |
| July 31, 2024 | 73.29% |
| June 30, 2024 | 73.29% |
| May 31, 2024 | 73.29% |
| April 30, 2024 | 73.29% |
| March 31, 2024 | 73.29% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
73.29%
Maximum
Oct 2022
59.58%
Average
59.18%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| NetEase Inc | 57.32% |
| Bilibili Inc | 94.30% |
| iQIYI Inc | 95.45% |
| HUYA Inc | 96.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.103 |
| Beta (5Y) | 0.1972 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.80% |
| Historical Sharpe Ratio (5Y) | 0.1198 |
| Historical Sortino (5Y) | 0.2321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.37% |