Xiaomi Corp (XIACY)
17.97
+0.12
(+0.67%)
USD |
OTCM |
Nov 21, 16:00
Xiaomi Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Full Truck Alliance Co Ltd | -- |
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy AI Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.281 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.10% |
| Historical Sharpe Ratio (5Y) | 0.4634 |
| Historical Sortino (5Y) | 0.9997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.09% |