111 Inc (YI)

0.88 +0.13 (+16.96%) USD  |  NASDAQ  |  Dec 20, 16:00
0.87 -0.01 (-1.14%) After-Hours: 20:00
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111 Max Drawdown (5Y): 97.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Dr Reddy's Laboratories Ltd 47.61%
Concord Medical Services Holdings Ltd 92.47%
Zai Lab Ltd 92.84%
Sinovac Biotech Ltd 0.00%
China Pharma Holding Inc 99.73%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -38.41
Beta (5Y) 0.4135
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 94.68%
Historical Sharpe Ratio (5Y) -0.3474
Historical Sortino (5Y) -0.8849
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.11%