UP Fintech Holding Ltd (TIGR)
5.60
-0.25
(-4.27%)
USD |
NASDAQ |
Nov 21, 16:00
5.38
-0.22
(-3.93%)
Pre-Market: 09:12
UP Fintech Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| LexinFintech Holdings Ltd | -- |
| CNFinance Holdings Ltd | -- |
| HDFC Bank Ltd | 54.28% |
| Qudian Inc | -- |
| The9 Ltd | 99.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.112 |
| Beta (5Y) | 0.9055 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.1% |
| Historical Sharpe Ratio (5Y) | 0.0616 |
| Historical Sortino (5Y) | 0.213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.04% |