Tuniu Corp (TOUR)
0.8767
-0.04
(-4.06%)
USD |
NASDAQ |
May 07, 12:50
Tuniu Max Drawdown (5Y): 96.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 96.04% |
July 31, 2020 | 96.04% |
June 30, 2020 | 96.04% |
May 31, 2020 | 96.04% |
April 30, 2020 | 96.04% |
March 31, 2020 | 95.91% |
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
86.96%
Minimum
May 2019
96.04%
Maximum
Apr 2020
94.88%
Average
96.04%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Boqii Holding Ltd | -- |
Uxin Ltd | 99.71% |
NIO Inc | 93.95% |
MOGU Inc | 99.50% |
H World Group Ltd | 64.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -47.32 |
Beta (5Y) | 1.715 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 122.3% |
Historical Sharpe Ratio (5Y) | -0.2307 |
Historical Sortino (5Y) | -0.7588 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.70% |