Yunji Inc (YJ)
1.51
+0.06
(+4.14%)
USD |
NASDAQ |
Nov 15, 16:00
1.61
+0.10
(+6.62%)
After-Hours: 19:49
Yunji Max Drawdown (5Y): 99.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.60% |
| September 30, 2024 | 99.60% |
| August 31, 2024 | 99.60% |
| July 31, 2024 | 99.60% |
| June 30, 2024 | 99.60% |
| May 31, 2024 | 99.60% |
| April 30, 2024 | 99.60% |
| March 31, 2024 | 99.60% |
| February 29, 2024 | 99.60% |
| January 31, 2024 | 99.60% |
| December 31, 2023 | 99.60% |
| November 30, 2023 | 99.60% |
| October 31, 2023 | 99.60% |
| September 30, 2023 | 99.60% |
| August 31, 2023 | 99.53% |
| July 31, 2023 | 99.25% |
| June 30, 2023 | 98.91% |
| May 31, 2023 | 98.70% |
| April 30, 2023 | 97.67% |
| March 31, 2023 | 97.36% |
| February 28, 2023 | 96.65% |
| January 31, 2023 | 96.37% |
| December 31, 2022 | 96.37% |
| November 30, 2022 | 96.37% |
| October 31, 2022 | 96.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.37% |
| August 31, 2022 | 96.37% |
| July 31, 2022 | 96.37% |
| June 30, 2022 | 96.37% |
| May 31, 2022 | 96.37% |
| April 30, 2022 | 96.37% |
| March 31, 2022 | 96.37% |
| February 28, 2022 | 96.37% |
| January 31, 2022 | 96.37% |
| December 31, 2021 | 96.37% |
| November 30, 2021 | 95.26% |
| October 31, 2021 | 95.26% |
| September 30, 2021 | 95.26% |
| August 31, 2021 | 94.84% |
| July 31, 2021 | 92.65% |
| June 30, 2021 | 88.20% |
| May 31, 2021 | 87.99% |
| April 30, 2021 | 87.99% |
| March 31, 2021 | 87.99% |
| February 28, 2021 | 87.99% |
| January 31, 2021 | 87.99% |
| December 31, 2020 | 87.99% |
| November 30, 2020 | 87.99% |
| October 31, 2020 | 87.99% |
| September 30, 2020 | 87.63% |
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
72.51%
Minimum
Nov 2019
99.60%
Maximum
Feb 2024
92.64%
Average
96.37%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| China Automotive Systems Inc | 82.79% |
| Trip.com Group Ltd | 71.96% |
| H World Group Ltd | 64.02% |
| Kandi Technologies Group Inc | 91.33% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -69.10 |
| Beta (5Y) | 0.487 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.42% |
| Historical Sharpe Ratio (5Y) | -0.8441 |
| Historical Sortino (5Y) | -1.549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.71% |