Tuniu Corp (TOUR)
1.16
+0.04
(+3.66%)
USD |
NASDAQ |
Nov 04, 13:13
Tuniu Max Drawdown (5Y): 96.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 96.04% |
September 30, 2024 | 96.04% |
August 31, 2024 | 96.04% |
July 31, 2024 | 96.04% |
June 30, 2024 | 96.04% |
May 31, 2024 | 96.04% |
April 30, 2024 | 96.04% |
March 31, 2024 | 96.04% |
February 29, 2024 | 96.04% |
January 31, 2024 | 96.04% |
December 31, 2023 | 96.04% |
November 30, 2023 | 96.04% |
October 31, 2023 | 96.04% |
September 30, 2023 | 96.04% |
August 31, 2023 | 96.04% |
July 31, 2023 | 96.04% |
June 30, 2023 | 96.04% |
May 31, 2023 | 96.04% |
April 30, 2023 | 96.04% |
March 31, 2023 | 96.04% |
February 28, 2023 | 96.04% |
January 31, 2023 | 96.04% |
December 31, 2022 | 96.04% |
November 30, 2022 | 96.04% |
October 31, 2022 | 96.04% |
Date | Value |
---|---|
September 30, 2022 | 96.04% |
August 31, 2022 | 96.04% |
July 31, 2022 | 96.04% |
June 30, 2022 | 96.04% |
May 31, 2022 | 96.04% |
April 30, 2022 | 96.04% |
March 31, 2022 | 96.04% |
February 28, 2022 | 96.04% |
January 31, 2022 | 96.04% |
December 31, 2021 | 96.04% |
November 30, 2021 | 96.04% |
October 31, 2021 | 96.04% |
September 30, 2021 | 96.04% |
August 31, 2021 | 96.04% |
July 31, 2021 | 96.04% |
June 30, 2021 | 96.04% |
May 31, 2021 | 96.04% |
April 30, 2021 | 96.04% |
March 31, 2021 | 96.04% |
February 28, 2021 | 96.04% |
January 31, 2021 | 96.04% |
December 31, 2020 | 96.04% |
November 30, 2020 | 96.04% |
October 31, 2020 | 96.04% |
September 30, 2020 | 96.04% |
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
88.72%
Minimum
Nov 2019
96.04%
Maximum
Apr 2020
95.66%
Average
96.04%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Uxin Ltd | 99.73% |
Boqii Holding Ltd | -- |
Baozun Inc | 96.42% |
NIO Inc | 94.16% |
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% |