Tencent Holdings Ltd (TCTZF)
61.30
-1.11
(-1.78%)
USD |
OTCM |
Apr 24, 16:00
Tencent Holdings Max Drawdown (5Y): 73.96% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| NetEase Inc | 57.32% |
| AirNet Technology Inc | 98.99% |
| ZW Data Action Technologies Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.585 |
| Beta (5Y) | 0.1053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.53% |
| Historical Sharpe Ratio (5Y) | 0.0827 |
| Historical Sortino (5Y) | 0.1703 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.25% |