X Financial (XYF)
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Nov 22, 10:31
X Financial Max Drawdown (5Y): 95.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 95.75% |
September 30, 2024 | 95.75% |
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% |
Date | Value |
---|---|
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% |
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% |
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
85.63%
Minimum
Nov 2019
95.75%
Maximum
Sep 2020
95.01%
Average
95.75%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8987 |
Beta (5Y) | 0.3117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.40% |
Historical Sharpe Ratio (5Y) | 0.0516 |
Historical Sortino (5Y) | 0.1262 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.18% |