Xunlei Ltd (XNET)
1.60
+0.04
(+2.56%)
USD |
NASDAQ |
Apr 26, 13:19
Xunlei Max Drawdown (5Y): 95.79% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 95.79% |
| February 29, 2024 | 95.79% |
| January 31, 2024 | 95.79% |
| December 31, 2023 | 95.79% |
| November 30, 2023 | 95.79% |
| October 31, 2023 | 95.79% |
| September 30, 2023 | 95.79% |
| August 31, 2023 | 95.79% |
| July 31, 2023 | 95.79% |
| June 30, 2023 | 95.79% |
| May 31, 2023 | 95.79% |
| April 30, 2023 | 95.79% |
| March 31, 2023 | 95.79% |
| February 28, 2023 | 95.79% |
| January 31, 2023 | 95.79% |
| December 31, 2022 | 95.79% |
| November 30, 2022 | 95.79% |
| October 31, 2022 | 95.78% |
| September 30, 2022 | 95.50% |
| August 31, 2022 | 95.50% |
| July 31, 2022 | 95.50% |
| June 30, 2022 | 95.50% |
| May 31, 2022 | 95.50% |
| April 30, 2022 | 95.34% |
| March 31, 2022 | 95.34% |
| Date | Value |
|---|---|
| February 28, 2022 | 93.34% |
| January 31, 2022 | 93.34% |
| December 31, 2021 | 92.41% |
| November 30, 2021 | 92.37% |
| October 31, 2021 | 92.37% |
| September 30, 2021 | 92.37% |
| August 31, 2021 | 92.37% |
| July 31, 2021 | 92.37% |
| June 30, 2021 | 92.37% |
| May 31, 2021 | 92.37% |
| April 30, 2021 | 92.37% |
| March 31, 2021 | 92.37% |
| February 28, 2021 | 92.37% |
| January 31, 2021 | 92.37% |
| December 31, 2020 | 92.37% |
| November 30, 2020 | 92.37% |
| October 31, 2020 | 92.37% |
| September 30, 2020 | 92.37% |
| August 31, 2020 | 92.37% |
| July 31, 2020 | 92.37% |
| June 30, 2020 | 92.37% |
| May 31, 2020 | 92.37% |
| April 30, 2020 | 92.37% |
| March 31, 2020 | 92.37% |
| February 29, 2020 | 92.37% |
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
87.31%
Minimum
Apr 2019
95.79%
Maximum
Nov 2022
93.64%
Average
92.37%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| Weibo Corp | 92.34% |
| Hello Group Inc | 90.36% |
| AirNet Technology Inc | 98.09% |
| ZW Data Action Technologies Inc | 97.74% |
| WiMi Hologram Cloud Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.53 |
| Beta (5Y) | 1.232 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.37% |
| Historical Sharpe Ratio (5Y) | -0.1914 |
| Historical Sortino (5Y) | -0.5779 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.87% |