111 Inc (YI)
0.613
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
0.62
+0.01
(+1.14%)
Pre-Market: 08:35
111 Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Dr Reddy's Laboratories Ltd | 47.61% |
| Zai Lab Ltd | -- |
| Concord Medical Services Holdings Ltd | 92.47% |
| Sinovac Biotech Ltd | 0.00% |
| CASI Pharmaceuticals Inc | 98.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.35 |
| Beta (5Y) | 0.3920 |
| 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% |