111 Inc (YI)
1.33
-0.01
(-0.75%)
USD |
NASDAQ |
May 17, 16:00
1.33
0.00 (0.00%)
After-Hours: 20:00
111 Max Drawdown (5Y): 96.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 85.10% |
July 31, 2020 | 85.10% |
June 30, 2020 | 85.10% |
May 31, 2020 | 85.10% |
April 30, 2020 | 85.10% |
March 31, 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
63.15%
Minimum
May 2019
96.45%
Maximum
Apr 2024
88.67%
Average
85.51%
Median
Max Drawdown (5Y) Benchmarks
Concord Medical Services Holdings Ltd | 92.47% |
Sinovac Biotech Ltd | 25.46% |
CASI Pharmaceuticals Inc | 98.20% |
Zai Lab Ltd | 92.84% |
ASLAN Pharmaceuticals Ltd | 98.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.84 |
Beta (5Y) | 0.3621 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.7% |
Historical Sharpe Ratio (5Y) | -0.3554 |
Historical Sortino (5Y) | -0.9388 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.27% |