Tuniu Corp (TOUR)
1.02
-0.01
(-0.97%)
USD |
NASDAQ |
Nov 21, 16:00
1.01
-0.01
(-0.98%)
Pre-Market: 08:47
Tuniu Max Drawdown (5Y): 96.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.39% |
| September 30, 2024 | 96.39% |
| August 31, 2024 | 96.39% |
| July 31, 2024 | 96.39% |
| June 30, 2024 | 96.39% |
| May 31, 2024 | 96.39% |
| April 30, 2024 | 96.39% |
| March 31, 2024 | 96.39% |
| February 29, 2024 | 96.39% |
| January 31, 2024 | 96.39% |
| December 31, 2023 | 96.39% |
| November 30, 2023 | 96.39% |
| October 31, 2023 | 96.39% |
| September 30, 2023 | 96.39% |
| August 31, 2023 | 96.39% |
| July 31, 2023 | 96.39% |
| June 30, 2023 | 96.39% |
| May 31, 2023 | 96.39% |
| April 30, 2023 | 96.39% |
| March 31, 2023 | 96.39% |
| February 28, 2023 | 96.39% |
| January 31, 2023 | 96.39% |
| December 31, 2022 | 96.39% |
| November 30, 2022 | 96.39% |
| October 31, 2022 | 96.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.39% |
| August 31, 2022 | 96.39% |
| July 31, 2022 | 96.39% |
| June 30, 2022 | 96.39% |
| May 31, 2022 | 96.39% |
| April 30, 2022 | 96.39% |
| March 31, 2022 | 96.39% |
| February 28, 2022 | 96.39% |
| January 31, 2022 | 96.39% |
| December 31, 2021 | 96.39% |
| November 30, 2021 | 96.39% |
| October 31, 2021 | 96.39% |
| September 30, 2021 | 96.39% |
| August 31, 2021 | 96.39% |
| July 31, 2021 | 96.39% |
| June 30, 2021 | 96.39% |
| May 31, 2021 | 96.39% |
| April 30, 2021 | 96.39% |
| March 31, 2021 | 96.39% |
| February 28, 2021 | 96.39% |
| January 31, 2021 | 96.39% |
| December 31, 2020 | 96.39% |
| November 30, 2020 | 96.39% |
| October 31, 2020 | 96.39% |
| September 30, 2020 | 96.39% |
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
89.38%
Minimum
Nov 2019
96.39%
Maximum
May 2020
95.98%
Average
96.39%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Uxin Ltd | -- |
| Boqii Holding Ltd | -- |
| Baozun Inc | 96.42% |
| NIO Inc | -- |
| Dada Nexus Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.94 |
| Beta (5Y) | 1.669 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.7% |
| Historical Sharpe Ratio (5Y) | -0.1636 |
| Historical Sortino (5Y) | -0.5632 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.70% |