Vipshop Holdings Ltd (VIPS)
16.54
+0.08
(+0.49%)
USD |
NYSE |
Mar 28, 16:00
16.56
+0.02
(+0.12%)
After-Hours: 20:00
Vipshop Holdings Max Drawdown (5Y): 86.75% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 86.75% |
January 31, 2024 | 86.75% |
December 31, 2023 | 86.75% |
November 30, 2023 | 86.75% |
October 31, 2023 | 86.75% |
September 30, 2023 | 86.75% |
August 31, 2023 | 86.75% |
July 31, 2023 | 86.75% |
June 30, 2023 | 86.75% |
May 31, 2023 | 86.75% |
April 30, 2023 | 86.75% |
March 31, 2023 | 86.75% |
February 28, 2023 | 86.75% |
January 31, 2023 | 86.75% |
December 31, 2022 | 86.75% |
November 30, 2022 | 86.75% |
October 31, 2022 | 86.75% |
September 30, 2022 | 86.75% |
August 31, 2022 | 86.75% |
July 31, 2022 | 86.75% |
June 30, 2022 | 86.75% |
May 31, 2022 | 86.75% |
April 30, 2022 | 86.75% |
March 31, 2022 | 86.75% |
February 28, 2022 | 85.00% |
Date | Value |
---|---|
January 31, 2022 | 85.00% |
December 31, 2021 | 85.00% |
November 30, 2021 | 85.00% |
October 31, 2021 | 85.00% |
September 30, 2021 | 85.00% |
August 31, 2021 | 85.00% |
July 31, 2021 | 85.00% |
June 30, 2021 | 85.00% |
May 31, 2021 | 85.00% |
April 30, 2021 | 85.00% |
March 31, 2021 | 85.00% |
February 28, 2021 | 85.00% |
January 31, 2021 | 85.00% |
December 31, 2020 | 85.00% |
November 30, 2020 | 85.00% |
October 31, 2020 | 85.00% |
September 30, 2020 | 85.00% |
August 31, 2020 | 85.00% |
July 31, 2020 | 85.00% |
June 30, 2020 | 85.00% |
May 31, 2020 | 85.00% |
April 30, 2020 | 85.00% |
March 31, 2020 | 85.00% |
February 29, 2020 | 85.00% |
January 31, 2020 | 85.00% |
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
85.00%
Minimum
Mar 2019
86.75%
Maximum
Mar 2022
85.70%
Average
85.00%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
H World Group Ltd | 64.02% |
Tuniu Corp | 96.04% |
Baozun Inc | 96.42% |
Uxin Ltd | 99.62% |
Li Auto Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.29 |
Beta (5Y) | 0.434 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.14% |
Historical Sharpe Ratio (5Y) | 0.3357 |
Historical Sortino (5Y) | 0.647 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.53% |