Xiaomi Corp (XIACY)
18.02
+0.62
(+3.56%)
USD |
OTCM |
Nov 05, 15:59
Xiaomi Max Drawdown (5Y): 76.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.86% |
| September 30, 2024 | 76.86% |
| August 31, 2024 | 76.86% |
| July 31, 2024 | 76.86% |
| June 30, 2024 | 76.86% |
| May 31, 2024 | 76.86% |
| April 30, 2024 | 76.86% |
| March 31, 2024 | 76.86% |
| February 29, 2024 | 76.86% |
| January 31, 2024 | 76.86% |
| December 31, 2023 | 76.86% |
| November 30, 2023 | 76.86% |
| October 31, 2023 | 76.86% |
| September 30, 2023 | 76.86% |
| August 31, 2023 | 76.86% |
| July 31, 2023 | 76.86% |
| June 30, 2023 | 76.86% |
| May 31, 2023 | 76.86% |
| April 30, 2023 | 76.86% |
| March 31, 2023 | 76.86% |
| February 28, 2023 | 76.86% |
| January 31, 2023 | 76.86% |
| December 31, 2022 | 76.86% |
| November 30, 2022 | 76.86% |
| October 31, 2022 | 76.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.91% |
| August 31, 2022 | 72.15% |
| July 31, 2022 | 72.15% |
| June 30, 2022 | 72.15% |
| May 31, 2022 | 72.15% |
| April 30, 2022 | 70.73% |
| March 31, 2022 | 67.36% |
| February 28, 2022 | 59.02% |
| January 31, 2022 | 55.10% |
| December 31, 2021 | 53.70% |
| November 30, 2021 | 53.70% |
| October 31, 2021 | 53.70% |
| September 30, 2021 | 53.70% |
| August 31, 2021 | 53.70% |
| July 31, 2021 | 53.70% |
| June 30, 2021 | 53.70% |
| May 31, 2021 | 53.70% |
| April 30, 2021 | 53.70% |
| March 31, 2021 | 53.70% |
| February 28, 2021 | 53.70% |
| January 31, 2021 | 53.70% |
| December 31, 2020 | 53.70% |
| November 30, 2020 | 53.70% |
| October 31, 2020 | 53.70% |
| September 30, 2020 | 53.70% |
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
53.70%
Minimum
Nov 2019
76.86%
Maximum
Oct 2022
65.57%
Average
71.44%
Median
Max Drawdown (5Y) Benchmarks
| Full Truck Alliance Co Ltd | -- |
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | 99.43% |
| 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% |