Xunlei Ltd (XNET)
1.86
-0.04
(-2.11%)
USD |
NASDAQ |
Nov 21, 16:00
1.89
+0.03
(+1.61%)
After-Hours: 20:00
Xunlei Max Drawdown (5Y): 96.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.03% |
| September 30, 2024 | 96.03% |
| August 31, 2024 | 96.03% |
| July 31, 2024 | 96.03% |
| June 30, 2024 | 96.03% |
| May 31, 2024 | 96.03% |
| April 30, 2024 | 96.03% |
| March 31, 2024 | 96.03% |
| February 29, 2024 | 96.03% |
| January 31, 2024 | 96.03% |
| December 31, 2023 | 96.03% |
| November 30, 2023 | 96.03% |
| October 31, 2023 | 96.03% |
| September 30, 2023 | 96.03% |
| August 31, 2023 | 96.03% |
| July 31, 2023 | 96.03% |
| June 30, 2023 | 96.03% |
| May 31, 2023 | 96.03% |
| April 30, 2023 | 96.03% |
| March 31, 2023 | 96.03% |
| February 28, 2023 | 96.03% |
| January 31, 2023 | 96.03% |
| December 31, 2022 | 96.03% |
| November 30, 2022 | 96.03% |
| October 31, 2022 | 96.02% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
92.37%
Minimum
Nov 2019
96.03%
Maximum
Nov 2022
94.29%
Average
95.42%
Median
Max Drawdown (5Y) Benchmarks
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy AI Ltd | -- |
| Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.15 |
| Beta (5Y) | 1.067 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.63% |
| Historical Sharpe Ratio (5Y) | -0.2845 |
| Historical Sortino (5Y) | -0.6522 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.70% |