Uxin Ltd (UXIN)
4.06
+0.10
(+2.53%)
USD |
NASDAQ |
Nov 04, 13:07
Uxin Max Drawdown (5Y): 99.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.73% |
| September 30, 2024 | 99.73% |
| August 31, 2024 | 99.73% |
| July 31, 2024 | 99.71% |
| June 30, 2024 | 99.71% |
| May 31, 2024 | 99.71% |
| April 30, 2024 | 99.71% |
| March 31, 2024 | 99.62% |
| February 29, 2024 | 99.62% |
| January 31, 2024 | 99.52% |
| December 31, 2023 | 99.16% |
| November 30, 2023 | 99.16% |
| October 31, 2023 | 99.16% |
| September 30, 2023 | 99.16% |
| August 31, 2023 | 99.16% |
| July 31, 2023 | 99.16% |
| June 30, 2023 | 99.16% |
| May 31, 2023 | 99.16% |
| April 30, 2023 | 99.16% |
| March 31, 2023 | 97.74% |
| February 28, 2023 | 97.74% |
| January 31, 2023 | 97.74% |
| December 31, 2022 | 97.74% |
| November 30, 2022 | 97.74% |
| October 31, 2022 | 96.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.01% |
| August 31, 2022 | 96.01% |
| July 31, 2022 | 96.01% |
| June 30, 2022 | 96.01% |
| May 31, 2022 | 96.01% |
| April 30, 2022 | 93.04% |
| March 31, 2022 | 93.04% |
| February 28, 2022 | 92.02% |
| January 31, 2022 | 92.02% |
| December 31, 2021 | 92.02% |
| November 30, 2021 | 92.02% |
| October 31, 2021 | 92.02% |
| September 30, 2021 | 92.02% |
| August 31, 2021 | 92.02% |
| July 31, 2021 | 92.02% |
| June 30, 2021 | 92.02% |
| May 31, 2021 | 92.02% |
| April 30, 2021 | 92.02% |
| March 31, 2021 | 92.02% |
| February 28, 2021 | 92.02% |
| January 31, 2021 | 92.02% |
| December 31, 2020 | 92.02% |
| November 30, 2020 | 92.02% |
| October 31, 2020 | 92.02% |
| September 30, 2020 | 92.02% |
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
80.14%
Minimum
Nov 2019
99.73%
Maximum
Aug 2024
94.15%
Average
94.52%
Median
Max Drawdown (5Y) Benchmarks
| Boqii Holding Ltd | -- |
| Tuniu Corp | 96.04% |
| NIO Inc | 94.16% |
| MOGU Inc | 99.50% |
| China Automotive Systems Inc | 82.79% |
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% |