Tencent Music Entertainment Group (TME)
14.19
+0.51
(+3.73%)
USD |
NYSE |
Mar 13, 16:00
14.20
0.00 (0.00%)
After-Hours: 20:00
Tencent Music Entertainment Group Max Drawdown (5Y) : 90.19% for Feb. 28, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
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
| HUYA, Inc. | 96.38% |
| NetEase, Inc. | 57.32% |
| Token Cat Ltd. | 99.77% |
| DouYu International Holdings Ltd. | 96.56% |
| Alpha One, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.69 |
| Beta (5Y) | 0.5566 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.48% |
| Historical Sharpe Ratio (5Y) | -0.2185 |
| Historical Sortino (5Y) | -0.4515 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.29% |