Yiren Digital Ltd (YRD)
4.84
0.00 (0.00%)
USD |
NYSE |
Nov 22, 16:00
4.84
0.00 (0.00%)
After-Hours: 20:00
Yiren Digital Max Drawdown (5Y): 98.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.64% |
| September 30, 2024 | 98.64% |
| August 31, 2024 | 98.64% |
| July 31, 2024 | 98.64% |
| June 30, 2024 | 98.64% |
| May 31, 2024 | 98.64% |
| April 30, 2024 | 98.64% |
| March 31, 2024 | 98.64% |
| February 29, 2024 | 98.64% |
| January 31, 2024 | 98.64% |
| December 31, 2023 | 98.64% |
| November 30, 2023 | 98.64% |
| October 31, 2023 | 98.64% |
| September 30, 2023 | 98.64% |
| August 31, 2023 | 98.64% |
| July 31, 2023 | 98.64% |
| June 30, 2023 | 98.64% |
| May 31, 2023 | 98.64% |
| April 30, 2023 | 98.64% |
| March 31, 2023 | 98.64% |
| February 28, 2023 | 98.64% |
| January 31, 2023 | 98.64% |
| December 31, 2022 | 98.64% |
| November 30, 2022 | 98.64% |
| October 31, 2022 | 98.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.64% |
| August 31, 2022 | 98.64% |
| 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
98.64%
Maximum
Aug 2022
96.44%
Average
96.67%
Median
Max Drawdown (5Y) Benchmarks
| AIX Inc | 94.94% |
| The9 Ltd | 99.57% |
| UP Fintech Holding Ltd | -- |
| Highest Performances Holdings Inc | -- |
| Top KingWin Ltd | -- |
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% |