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Oct 23, 16:00
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Pre-Market: 20:00
X Financial Max Drawdown (5Y) : 95.41% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 95.41% |
| August 31, 2026 | 95.41% |
| July 31, 2026 | 95.41% |
| June 30, 2026 | 95.41% |
| May 31, 2026 | 95.41% |
| April 30, 2026 | 95.41% |
| March 31, 2026 | 95.41% |
| February 28, 2026 | 95.41% |
| January 31, 2026 | 95.41% |
| December 31, 2025 | 95.41% |
| November 30, 2025 | 95.41% |
| October 31, 2025 | 95.41% |
| September 30, 2025 | 95.61% |
| August 31, 2025 | 95.75% |
| July 31, 2025 | 95.75% |
| June 30, 2025 | 95.75% |
| May 31, 2025 | 95.75% |
| April 30, 2025 | 95.75% |
| March 31, 2025 | 95.75% |
| February 28, 2025 | 95.75% |
| January 31, 2025 | 95.75% |
| December 31, 2024 | 95.75% |
| November 30, 2024 | 95.75% |
| October 31, 2024 | 95.75% |
| September 30, 2024 | 95.75% |
| Date | Value |
|---|---|
| August 31, 2024 | 95.75% |
| July 31, 2024 | 95.75% |
| June 30, 2024 | 95.75% |
| May 31, 2024 | 95.75% |
| April 30, 2024 | 95.75% |
| March 31, 2024 | 95.75% |
| February 29, 2024 | 95.75% |
| January 31, 2024 | 95.75% |
| December 31, 2023 | 95.75% |
| November 30, 2023 | 95.75% |
| October 31, 2023 | 95.75% |
| September 30, 2023 | 95.75% |
| August 31, 2023 | 95.75% |
| July 31, 2023 | 95.75% |
| June 30, 2023 | 95.75% |
| May 31, 2023 | 95.75% |
| April 30, 2023 | 95.75% |
| March 31, 2023 | 95.75% |
| February 28, 2023 | 95.75% |
| January 31, 2023 | 95.75% |
| December 31, 2022 | 95.75% |
| November 30, 2022 | 95.75% |
| October 31, 2022 | 95.75% |
| September 30, 2022 | 95.75% |
| August 31, 2022 | 95.75% |
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
| Yiren Digital Ltd. | 98.64% |
| FinVolution Group | 74.26% |
| LexinFintech Holdings Ltd. | 93.19% |
| Valor Energy, Inc. | 99.66% |
| Jiayin Group, Inc. | 92.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.466 |
| Beta (5Y) | 0.4821 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.81% |
| Historical Sharpe Ratio (5Y) | 0.1001 |
| Historical Sortino (5Y) | 0.1916 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.23% |