Trip.com Group Ltd (TCOM)
65.19
+0.79
(+1.23%)
USD |
NASDAQ |
Nov 01, 16:00
65.01
-0.18
(-0.28%)
After-Hours: 20:00
Trip.com Group Max Drawdown (5Y): 71.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.96% |
| September 30, 2024 | 71.96% |
| August 31, 2024 | 71.96% |
| July 31, 2024 | 71.96% |
| June 30, 2024 | 71.96% |
| May 31, 2024 | 71.96% |
| April 30, 2024 | 71.96% |
| March 31, 2024 | 71.96% |
| February 29, 2024 | 71.96% |
| January 31, 2024 | 71.96% |
| December 31, 2023 | 71.96% |
| November 30, 2023 | 71.96% |
| October 31, 2023 | 71.96% |
| September 30, 2023 | 71.96% |
| August 31, 2023 | 71.96% |
| July 31, 2023 | 71.96% |
| June 30, 2023 | 71.96% |
| May 31, 2023 | 71.96% |
| April 30, 2023 | 71.96% |
| March 31, 2023 | 71.96% |
| February 28, 2023 | 71.96% |
| January 31, 2023 | 71.96% |
| December 31, 2022 | 71.96% |
| November 30, 2022 | 71.96% |
| October 31, 2022 | 71.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.96% |
| August 31, 2022 | 71.96% |
| July 31, 2022 | 71.96% |
| June 30, 2022 | 71.96% |
| May 31, 2022 | 71.96% |
| April 30, 2022 | 71.96% |
| March 31, 2022 | 71.96% |
| February 28, 2022 | 63.79% |
| January 31, 2022 | 63.79% |
| December 31, 2021 | 63.79% |
| November 30, 2021 | 63.79% |
| October 31, 2021 | 63.79% |
| September 30, 2021 | 63.79% |
| August 31, 2021 | 63.79% |
| July 31, 2021 | 63.79% |
| June 30, 2021 | 63.79% |
| May 31, 2021 | 63.79% |
| April 30, 2021 | 63.79% |
| March 31, 2021 | 63.79% |
| February 28, 2021 | 63.79% |
| January 31, 2021 | 63.79% |
| December 31, 2020 | 63.79% |
| November 30, 2020 | 63.79% |
| October 31, 2020 | 63.79% |
| September 30, 2020 | 63.79% |
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
57.69%
Minimum
Nov 2019
71.96%
Maximum
Mar 2022
67.74%
Average
71.96%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| JD.com Inc | 79.15% |
| Baozun Inc | 96.42% |
| NIO Inc | 94.16% |
| Li Auto Inc | -- |
| H World Group Ltd | 64.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.906 |
| Beta (5Y) | 0.3909 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.66% |
| Historical Sharpe Ratio (5Y) | 0.2801 |
| Historical Sortino (5Y) | 0.4639 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.76% |