Tencent Music Entertainment Group (TME)
13.50
+0.45
(+3.45%)
USD |
NYSE |
May 03, 16:00
13.47
-0.03
(-0.22%)
After-Hours: 20:00
Tencent Music Entertainment Group Max Drawdown (5Y): 90.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.19% |
March 31, 2024 | 90.19% |
February 29, 2024 | 90.19% |
January 31, 2024 | 90.19% |
December 31, 2023 | 90.19% |
November 30, 2023 | 90.19% |
October 31, 2023 | 90.19% |
September 30, 2023 | 90.19% |
August 31, 2023 | 90.19% |
July 31, 2023 | 90.19% |
June 30, 2023 | 90.19% |
May 31, 2023 | 90.19% |
April 30, 2023 | 90.19% |
March 31, 2023 | 90.19% |
February 28, 2023 | 90.19% |
January 31, 2023 | 90.19% |
December 31, 2022 | 90.19% |
November 30, 2022 | 90.19% |
October 31, 2022 | 90.19% |
September 30, 2022 | 90.19% |
August 31, 2022 | 90.19% |
July 31, 2022 | 90.19% |
June 30, 2022 | 90.19% |
May 31, 2022 | 90.19% |
April 30, 2022 | 90.19% |
Date | Value |
---|---|
March 31, 2022 | 90.19% |
February 28, 2022 | 83.08% |
January 31, 2022 | 82.51% |
December 31, 2021 | 81.22% |
November 30, 2021 | 78.39% |
October 31, 2021 | 78.39% |
September 30, 2021 | 77.95% |
August 31, 2021 | 77.26% |
July 31, 2021 | 68.67% |
June 30, 2021 | 54.17% |
May 31, 2021 | 54.17% |
April 30, 2021 | 50.55% |
March 31, 2021 | 50.55% |
February 28, 2021 | 50.55% |
January 31, 2021 | 50.55% |
December 31, 2020 | 50.55% |
November 30, 2020 | 50.55% |
October 31, 2020 | 50.55% |
September 30, 2020 | 50.55% |
August 31, 2020 | 50.55% |
July 31, 2020 | 50.55% |
June 30, 2020 | 50.55% |
May 31, 2020 | 50.55% |
April 30, 2020 | 50.55% |
March 31, 2020 | 50.55% |
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
30.72%
Minimum
May 2019
90.19%
Maximum
Mar 2022
69.07%
Average
78.39%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
iQIYI Inc | 95.45% |
HUYA Inc | 96.38% |
36KR Holdings Inc | -- |
Weibo Corp | 92.34% |
Hello Group Inc | 90.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.78 |
Beta (5Y) | 0.7741 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.77% |
Historical Sharpe Ratio (5Y) | -0.1321 |
Historical Sortino (5Y) | -0.276 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.68% |