Viomi Technology Co Ltd (VIOT)
1.48
+0.08
(+5.71%)
USD |
NASDAQ |
Nov 13, 16:00
Viomi Technology Max Drawdown (5Y): 96.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.71% |
| September 30, 2024 | 96.71% |
| August 31, 2024 | 96.71% |
| July 31, 2024 | 96.71% |
| June 30, 2024 | 96.71% |
| May 31, 2024 | 96.71% |
| April 30, 2024 | 96.71% |
| March 31, 2024 | 96.60% |
| February 29, 2024 | 96.03% |
| January 31, 2024 | 95.34% |
| December 31, 2023 | 95.34% |
| November 30, 2023 | 95.34% |
| October 31, 2023 | 95.34% |
| September 30, 2023 | 95.34% |
| August 31, 2023 | 95.34% |
| July 31, 2023 | 95.34% |
| June 30, 2023 | 95.34% |
| May 31, 2023 | 95.34% |
| April 30, 2023 | 95.34% |
| March 31, 2023 | 95.34% |
| February 28, 2023 | 95.34% |
| January 31, 2023 | 95.34% |
| December 31, 2022 | 95.34% |
| November 30, 2022 | 95.34% |
| October 31, 2022 | 95.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.88% |
| August 31, 2022 | 92.70% |
| July 31, 2022 | 92.70% |
| June 30, 2022 | 92.70% |
| May 31, 2022 | 92.70% |
| April 30, 2022 | 92.70% |
| March 31, 2022 | 92.70% |
| February 28, 2022 | 88.04% |
| January 31, 2022 | 88.04% |
| December 31, 2021 | 86.02% |
| November 30, 2021 | 80.92% |
| October 31, 2021 | 74.50% |
| September 30, 2021 | 71.78% |
| August 31, 2021 | 71.78% |
| July 31, 2021 | 71.78% |
| June 30, 2021 | 71.78% |
| May 31, 2021 | 71.78% |
| April 30, 2021 | 71.78% |
| March 31, 2021 | 71.78% |
| February 28, 2021 | 71.78% |
| January 31, 2021 | 71.78% |
| December 31, 2020 | 71.78% |
| November 30, 2020 | 71.78% |
| October 31, 2020 | 71.78% |
| September 30, 2020 | 71.78% |
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
50.16%
Minimum
Nov 2019
96.71%
Maximum
Apr 2024
83.96%
Average
92.70%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Lotus Technology Inc | -- |
| China Automotive Systems Inc | 82.79% |
| Trip.com Group Ltd | 71.96% |
| H World Group Ltd | 64.02% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.17 |
| Beta (5Y) | 0.6294 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.70% |
| Historical Sharpe Ratio (5Y) | -0.4683 |
| Historical Sortino (5Y) | -0.9435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.51% |