Tencent Music Entertainment Group (TME)

11.95 +0.16 (+1.36%) USD  |  NYSE  |  Dec 20, 16:00
11.99 +0.04 (+0.33%) Pre-Market: 20:00
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Tencent Music Entertainment Group Max Drawdown (5Y): 90.19% 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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iQIYI Inc 95.45%
Hello Group Inc 90.36%
Bilibili Inc 94.30%
TuanChe Ltd 99.66%
36KR Holdings Inc 98.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.00
Beta (5Y) 0.6800
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 64.15%
Historical Sharpe Ratio (5Y) -0.0611
Historical Sortino (5Y) -0.1269
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.75%