X Financial (XYF)
3.846
+0.06
(+1.48%)
USD |
NYSE |
Apr 26, 16:00
3.89
+0.04
(+1.14%)
After-Hours: 20:00
X Financial Max Drawdown (5Y): 95.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 95.75% |
June 30, 2022 | 95.75% |
May 31, 2022 | 95.75% |
April 30, 2022 | 95.75% |
March 31, 2022 | 95.75% |
Date | Value |
---|---|
February 28, 2022 | 95.75% |
January 31, 2022 | 95.75% |
December 31, 2021 | 95.75% |
November 30, 2021 | 95.75% |
October 31, 2021 | 95.75% |
September 30, 2021 | 95.75% |
August 31, 2021 | 95.75% |
July 31, 2021 | 95.75% |
June 30, 2021 | 95.75% |
May 31, 2021 | 95.75% |
April 30, 2021 | 95.75% |
March 31, 2021 | 95.75% |
February 28, 2021 | 95.75% |
January 31, 2021 | 95.75% |
December 31, 2020 | 95.75% |
November 30, 2020 | 95.75% |
October 31, 2020 | 95.75% |
September 30, 2020 | 95.75% |
August 31, 2020 | 94.13% |
July 31, 2020 | 94.13% |
June 30, 2020 | 94.13% |
May 31, 2020 | 94.13% |
April 30, 2020 | 93.20% |
March 31, 2020 | 93.20% |
February 29, 2020 | 89.37% |
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
64.91%
Minimum
Apr 2019
95.75%
Maximum
Sep 2020
92.49%
Average
95.75%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Noah Holdings Ltd | 82.16% |
Fanhua Inc | 83.15% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.32% |
NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.69 |
Beta (5Y) | 0.235 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.06% |
Historical Sharpe Ratio (5Y) | -0.2771 |
Historical Sortino (5Y) | -0.6975 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.13% |