Tencent Music Entertainment Group (TME)
10.82
+0.15
(+1.41%)
USD |
NYSE |
Nov 14, 16:00
10.81
-0.01
(-0.09%)
After-Hours: 20:00
Tencent Music Entertainment Group Max Drawdown (5Y): 90.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.19% |
| September 30, 2024 | 90.19% |
| August 31, 2024 | 90.19% |
| July 31, 2024 | 90.19% |
| June 30, 2024 | 90.19% |
| May 31, 2024 | 90.19% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
36.63%
Minimum
Nov 2019
90.19%
Maximum
Mar 2022
74.78%
Average
90.19%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| HUYA Inc | 96.38% |
| Bilibili Inc | 94.30% |
| iQIYI Inc | 95.45% |
| TuanChe Ltd | 99.61% |
| Hello Group Inc | 90.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.05 |
| Beta (5Y) | 0.6664 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.20% |
| Historical Sharpe Ratio (5Y) | -0.1004 |
| Historical Sortino (5Y) | -0.2069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.75% |