111 Inc (YI)
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-0.02
(-2.94%)
USD |
NASDAQ |
Nov 14, 12:16
111 Max Drawdown (5Y): 97.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.95% |
| September 30, 2024 | 97.95% |
| August 31, 2024 | 97.19% |
| July 31, 2024 | 96.45% |
| June 30, 2024 | 96.45% |
| May 31, 2024 | 96.45% |
| April 30, 2024 | 96.45% |
| March 31, 2024 | 96.30% |
| February 29, 2024 | 95.13% |
| January 31, 2024 | 94.99% |
| December 31, 2023 | 94.91% |
| November 30, 2023 | 94.80% |
| October 31, 2023 | 94.80% |
| September 30, 2023 | 94.80% |
| August 31, 2023 | 94.80% |
| July 31, 2023 | 94.80% |
| June 30, 2023 | 94.80% |
| May 31, 2023 | 94.80% |
| April 30, 2023 | 94.80% |
| March 31, 2023 | 94.80% |
| February 28, 2023 | 94.80% |
| January 31, 2023 | 94.80% |
| December 31, 2022 | 94.80% |
| November 30, 2022 | 94.80% |
| October 31, 2022 | 94.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.80% |
| August 31, 2022 | 94.80% |
| July 31, 2022 | 94.80% |
| June 30, 2022 | 94.80% |
| May 31, 2022 | 94.80% |
| April 30, 2022 | 93.82% |
| March 31, 2022 | 93.82% |
| February 28, 2022 | 90.27% |
| January 31, 2022 | 89.94% |
| December 31, 2021 | 88.58% |
| November 30, 2021 | 85.91% |
| October 31, 2021 | 85.10% |
| September 30, 2021 | 85.10% |
| August 31, 2021 | 85.10% |
| July 31, 2021 | 85.10% |
| June 30, 2021 | 85.10% |
| May 31, 2021 | 85.10% |
| April 30, 2021 | 85.10% |
| March 31, 2021 | 85.10% |
| February 28, 2021 | 85.10% |
| January 31, 2021 | 85.10% |
| December 31, 2020 | 85.10% |
| November 30, 2020 | 85.10% |
| October 31, 2020 | 85.10% |
| September 30, 2020 | 85.10% |
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
85.10%
Minimum
Nov 2019
97.95%
Maximum
Sep 2024
90.77%
Average
94.31%
Median
Max Drawdown (5Y) Benchmarks
| Dr Reddy's Laboratories Ltd | 47.61% |
| Concord Medical Services Holdings Ltd | 92.47% |
| Sinovac Biotech Ltd | 0.00% |
| CASI Pharmaceuticals Inc | 98.20% |
| Zai Lab Ltd | 92.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.35 |
| Beta (5Y) | 0.392 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.82% |
| Historical Sharpe Ratio (5Y) | -0.3511 |
| Historical Sortino (5Y) | -0.9063 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.89% |