Tencent Holdings Ltd (TCTZF)

50.40 -1.56 (-3.00%) USD  |  OTCM  |  Dec 17, 15:21
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Tencent Holdings Max Drawdown (5Y): 73.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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%
Bilibili Inc 94.30%
NetEase Inc 57.32%
iQIYI Inc 95.45%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.6088
Beta (5Y) 0.1589
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.52%
Historical Sharpe Ratio (5Y) 0.0393
Historical Sortino (5Y) 0.0771
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.51%