VNET Group Inc (VNET)
4.34
+0.58
(+15.43%)
USD |
NASDAQ |
Nov 21, 16:00
4.33
-0.01
(-0.23%)
After-Hours: 20:00
VNET Group Max Drawdown (5Y): 96.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.67% |
| September 30, 2024 | 96.67% |
| August 31, 2024 | 96.67% |
| July 31, 2024 | 96.67% |
| June 30, 2024 | 96.67% |
| May 31, 2024 | 96.67% |
| April 30, 2024 | 96.67% |
| March 31, 2024 | 96.67% |
| February 29, 2024 | 96.67% |
| January 31, 2024 | 96.03% |
| December 31, 2023 | 94.04% |
| November 30, 2023 | 94.04% |
| October 31, 2023 | 94.04% |
| September 30, 2023 | 94.04% |
| August 31, 2023 | 94.04% |
| July 31, 2023 | 94.04% |
| June 30, 2023 | 94.04% |
| May 31, 2023 | 94.04% |
| April 30, 2023 | 93.52% |
| March 31, 2023 | 93.00% |
| February 28, 2023 | 91.43% |
| January 31, 2023 | 91.43% |
| December 31, 2022 | 91.43% |
| November 30, 2022 | 91.43% |
| October 31, 2022 | 91.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.43% |
| August 31, 2022 | 91.43% |
| July 31, 2022 | 91.43% |
| June 30, 2022 | 91.43% |
| May 31, 2022 | 91.43% |
| April 30, 2022 | 91.43% |
| March 31, 2022 | 91.43% |
| February 28, 2022 | 86.92% |
| January 31, 2022 | 86.92% |
| December 31, 2021 | 86.92% |
| November 30, 2021 | 86.92% |
| October 31, 2021 | 86.92% |
| September 30, 2021 | 86.92% |
| August 31, 2021 | 86.92% |
| July 31, 2021 | 86.92% |
| June 30, 2021 | 86.92% |
| May 31, 2021 | 86.92% |
| April 30, 2021 | 86.92% |
| March 31, 2021 | 86.92% |
| February 28, 2021 | 86.92% |
| January 31, 2021 | 86.92% |
| December 31, 2020 | 86.92% |
| November 30, 2020 | 86.92% |
| October 31, 2020 | 86.92% |
| September 30, 2020 | 86.92% |
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
86.92%
Minimum
Nov 2019
96.67%
Maximum
Feb 2024
90.60%
Average
91.43%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Infosys Ltd | 42.32% |
| Daqo New Energy Corp | 88.69% |
| Aurora Mobile Ltd | -- |
| JinkoSolar Holding Co Ltd | 77.83% |
| Xunlei Ltd | 96.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.14 |
| Beta (5Y) | -0.2729 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.93% |
| Historical Sharpe Ratio (5Y) | -0.246 |
| Historical Sortino (5Y) | -0.499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.10% |