Uxin Ltd (UXIN)
5.89
+0.21
(+3.70%)
USD |
NASDAQ |
Nov 21, 16:00
5.69
-0.20
(-3.40%)
Pre-Market: 09:19
Uxin Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Boqii Holding Ltd | -- |
| Tuniu Corp | 96.39% |
| NIO Inc | -- |
| Cango Inc | -- |
| MOGU Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.67 |
| Beta (5Y) | 1.359 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 161.9% |
| Historical Sharpe Ratio (5Y) | -0.3714 |
| Historical Sortino (5Y) | -1.183 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.70% |