Full Truck Alliance Co., Ltd. (YMM)
8.53
+0.20
(+2.40%)
USD |
NYSE |
Oct 09, 14:58
Full Truck Alliance Max Drawdown (5Y) : 78.37% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 78.37% |
| August 31, 2026 | 78.37% |
| July 31, 2026 | 78.37% |
| June 30, 2026 | 78.37% |
| May 31, 2026 | 78.37% |
| April 30, 2026 | 78.37% |
| March 31, 2026 | 78.37% |
| February 28, 2026 | 78.37% |
| January 31, 2026 | 78.37% |
| December 31, 2025 | 78.37% |
| November 30, 2025 | 78.37% |
| October 31, 2025 | 78.37% |
| September 30, 2025 | 78.37% |
| August 31, 2025 | 78.37% |
| July 31, 2025 | 78.37% |
| June 30, 2025 | 78.37% |
| May 31, 2025 | 78.37% |
| April 30, 2025 | 78.37% |
| March 31, 2025 | 78.37% |
| February 28, 2025 | 78.37% |
| January 31, 2025 | 78.37% |
| December 31, 2024 | 78.37% |
| November 30, 2024 | 78.37% |
| October 31, 2024 | 78.37% |
| September 30, 2024 | 78.37% |
| Date | Value |
|---|---|
| August 31, 2024 | 78.37% |
| July 31, 2024 | 78.37% |
| June 30, 2024 | 78.37% |
| May 31, 2024 | 78.37% |
| April 30, 2024 | 78.37% |
| March 31, 2024 | 78.37% |
| February 29, 2024 | 78.37% |
| January 31, 2024 | 78.37% |
| December 31, 2023 | 78.37% |
| November 30, 2023 | 78.37% |
| October 31, 2023 | 78.37% |
| September 30, 2023 | 78.37% |
| August 31, 2023 | 78.37% |
| July 31, 2023 | 78.37% |
| June 30, 2023 | 78.37% |
| May 31, 2023 | 78.37% |
| April 30, 2023 | 78.37% |
| March 31, 2023 | 78.37% |
| February 28, 2023 | 78.37% |
| January 31, 2023 | 78.37% |
| December 31, 2022 | 78.37% |
| November 30, 2022 | 78.37% |
| October 31, 2022 | 78.37% |
| September 30, 2022 | 78.37% |
| August 31, 2022 | 78.37% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Universal Logistics Holdings, Inc. | 76.07% |
| Sinotrans Ltd. | 44.68% |
| Guangshen Railway Co., Ltd. | 82.53% |
| Quhuo Ltd. | 100.0% |
| MingZhu Logistics Holdings Ltd | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.53 |
| Beta (5Y) | 0.2135 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.69% |
| Historical Sharpe Ratio (5Y) | -0.268 |
| Historical Sortino (5Y) | -0.5009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.60% |