Vipshop Holdings Ltd (VIPS)
13.81
+0.24
(+1.77%)
USD |
NYSE |
Nov 29, 16:00
Vipshop Holdings Max Drawdown (5Y): 86.75% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 86.75% |
| October 31, 2024 | 86.75% |
| September 30, 2024 | 86.75% |
| August 31, 2024 | 86.75% |
| July 31, 2024 | 86.75% |
| June 30, 2024 | 86.75% |
| May 31, 2024 | 86.75% |
| April 30, 2024 | 86.75% |
| March 31, 2024 | 86.75% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Dec 2019
86.75%
Maximum
Mar 2022
85.96%
Average
86.75%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Trip.com Group Ltd | 71.96% |
| XPeng Inc | -- |
| Baozun Inc | 96.42% |
| NIO Inc | -- |
| Kandi Technologies Group Inc | 92.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.470 |
| Beta (5Y) | 0.3087 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.57% |
| Historical Sharpe Ratio (5Y) | -0.006 |
| Historical Sortino (5Y) | -0.0118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.53% |