Yiren Digital Ltd (YRD)

4.985 +0.18 (+3.64%) USD  |  NYSE  |  Dec 26, 16:00
4.985 0.00 (0.00%) After-Hours: 18:51
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Yiren Digital Max Drawdown (5Y): 98.64% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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AIX Inc 94.94%
The9 Ltd 99.57%
UP Fintech Holding Ltd 93.65%
Highest Performances Holdings Inc 96.88%
Top KingWin Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.80
Beta (5Y) 0.7112
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 88.27%
Historical Sharpe Ratio (5Y) -0.0261
Historical Sortino (5Y) -0.072
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.42%