Xinyuan Real Estate Co Ltd (XIN)
3.33
+0.11
(+3.42%)
USD |
NYSE |
Nov 22, 16:00
3.33
0.00 (0.00%)
After-Hours: 16:18
Xinyuan Real Estate Max Drawdown (5Y): 95.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.41% |
| September 30, 2024 | 95.41% |
| August 31, 2024 | 95.41% |
| July 31, 2024 | 95.41% |
| June 30, 2024 | 95.41% |
| May 31, 2024 | 95.41% |
| April 30, 2024 | 95.41% |
| March 31, 2024 | 95.41% |
| February 29, 2024 | 95.41% |
| January 31, 2024 | 95.41% |
| December 31, 2023 | 95.41% |
| November 30, 2023 | 95.41% |
| October 31, 2023 | 95.41% |
| September 30, 2023 | 95.41% |
| August 31, 2023 | 95.41% |
| July 31, 2023 | 94.00% |
| June 30, 2023 | 94.00% |
| May 31, 2023 | 94.00% |
| April 30, 2023 | 94.00% |
| March 31, 2023 | 94.00% |
| February 28, 2023 | 94.00% |
| January 31, 2023 | 94.00% |
| December 31, 2022 | 94.00% |
| November 30, 2022 | 94.00% |
| October 31, 2022 | 93.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.13% |
| August 31, 2022 | 93.13% |
| July 31, 2022 | 91.30% |
| June 30, 2022 | 91.30% |
| May 31, 2022 | 91.30% |
| April 30, 2022 | 91.30% |
| March 31, 2022 | 91.30% |
| February 28, 2022 | 91.30% |
| January 31, 2022 | 91.30% |
| December 31, 2021 | 91.30% |
| November 30, 2021 | 87.27% |
| October 31, 2021 | 82.43% |
| September 30, 2021 | 73.65% |
| August 31, 2021 | 73.14% |
| July 31, 2021 | 73.14% |
| June 30, 2021 | 73.14% |
| May 31, 2021 | 73.14% |
| April 30, 2021 | 73.14% |
| March 31, 2021 | 73.14% |
| February 28, 2021 | 73.14% |
| January 31, 2021 | 73.14% |
| December 31, 2020 | 73.14% |
| November 30, 2020 | 73.14% |
| October 31, 2020 | 73.14% |
| September 30, 2020 | 73.14% |
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
62.92%
Minimum
Feb 2020
95.41%
Maximum
Aug 2023
85.07%
Average
91.30%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Wetouch Technology Inc | 98.96% |
| Sunrise Real Estate Group Inc | 82.30% |
| XChange Tec Inc | -- |
| KE Holdings Inc | -- |
| Ucommune International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.22 |
| Beta (5Y) | 0.8447 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.96% |
| Historical Sharpe Ratio (5Y) | -0.5333 |
| Historical Sortino (5Y) | -1.005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.97% |