Yiren Digital Ltd (YRD)
6.21
+0.38
(+6.52%)
USD |
NYSE |
Nov 05, 16:00
6.21
0.00 (0.00%)
After-Hours: 18:49
Yiren Digital Max Drawdown (5Y): 98.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 98.51% |
September 30, 2024 | 98.51% |
August 31, 2024 | 98.51% |
July 31, 2024 | 98.51% |
June 30, 2024 | 98.51% |
May 31, 2024 | 98.51% |
April 30, 2024 | 98.51% |
March 31, 2024 | 98.51% |
February 29, 2024 | 98.51% |
January 31, 2024 | 98.51% |
December 31, 2023 | 98.51% |
November 30, 2023 | 98.51% |
October 31, 2023 | 98.51% |
September 30, 2023 | 98.51% |
August 31, 2023 | 98.51% |
July 31, 2023 | 98.51% |
June 30, 2023 | 98.51% |
May 31, 2023 | 98.51% |
April 30, 2023 | 98.51% |
March 31, 2023 | 98.51% |
February 28, 2023 | 98.51% |
January 31, 2023 | 98.51% |
December 31, 2022 | 98.51% |
November 30, 2022 | 98.51% |
October 31, 2022 | 98.51% |
Date | Value |
---|---|
September 30, 2022 | 98.51% |
August 31, 2022 | 98.51% |
July 31, 2022 | 97.51% |
June 30, 2022 | 96.83% |
May 31, 2022 | 96.83% |
April 30, 2022 | 96.51% |
March 31, 2022 | 96.51% |
February 28, 2022 | 95.56% |
January 31, 2022 | 95.56% |
December 31, 2021 | 95.31% |
November 30, 2021 | 94.79% |
October 31, 2021 | 94.79% |
September 30, 2021 | 94.79% |
August 31, 2021 | 94.79% |
July 31, 2021 | 94.79% |
June 30, 2021 | 94.79% |
May 31, 2021 | 94.79% |
April 30, 2021 | 94.79% |
March 31, 2021 | 94.79% |
February 28, 2021 | 94.79% |
January 31, 2021 | 94.79% |
December 31, 2020 | 94.79% |
November 30, 2020 | 94.79% |
October 31, 2020 | 94.79% |
September 30, 2020 | 94.79% |
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
90.32%
Minimum
Nov 2019
98.51%
Maximum
Aug 2022
96.38%
Average
96.67%
Median
Max Drawdown (5Y) Benchmarks
AIX Inc | 94.86% |
The9 Ltd | 99.57% |
Baiyu Holdings Inc | 99.98% |
LexinFintech Holdings Ltd | 93.19% |
Senmiao Technology Ltd | 99.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.73 |
Beta (5Y) | 0.7232 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.72% |
Historical Sharpe Ratio (5Y) | -0.0496 |
Historical Sortino (5Y) | -0.1364 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.42% |