JOYY Inc (YY)
33.77
-0.05
(-0.15%)
USD |
NASDAQ |
May 03, 16:00
33.80
+0.02
(+0.07%)
After-Hours: 20:00
JOYY Max Drawdown (5Y): 83.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.51% |
| March 31, 2024 | 83.51% |
| February 29, 2024 | 83.51% |
| January 31, 2024 | 83.51% |
| December 31, 2023 | 83.51% |
| November 30, 2023 | 83.51% |
| October 31, 2023 | 83.51% |
| September 30, 2023 | 83.51% |
| August 31, 2023 | 83.51% |
| July 31, 2023 | 83.51% |
| June 30, 2023 | 83.51% |
| May 31, 2023 | 83.51% |
| April 30, 2023 | 83.51% |
| March 31, 2023 | 83.51% |
| February 28, 2023 | 83.51% |
| January 31, 2023 | 83.51% |
| December 31, 2022 | 83.51% |
| November 30, 2022 | 83.51% |
| October 31, 2022 | 83.51% |
| September 30, 2022 | 82.91% |
| August 31, 2022 | 82.91% |
| July 31, 2022 | 82.91% |
| June 30, 2022 | 82.91% |
| May 31, 2022 | 82.91% |
| April 30, 2022 | 82.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.91% |
| February 28, 2022 | 72.25% |
| January 31, 2022 | 72.25% |
| December 31, 2021 | 72.25% |
| November 30, 2021 | 72.25% |
| October 31, 2021 | 72.25% |
| September 30, 2021 | 72.25% |
| August 31, 2021 | 72.25% |
| July 31, 2021 | 70.08% |
| June 30, 2021 | 70.08% |
| May 31, 2021 | 70.08% |
| April 30, 2021 | 70.08% |
| March 31, 2021 | 70.08% |
| February 28, 2021 | 70.08% |
| January 31, 2021 | 70.08% |
| December 31, 2020 | 70.08% |
| November 30, 2020 | 70.08% |
| October 31, 2020 | 70.08% |
| September 30, 2020 | 70.08% |
| August 31, 2020 | 70.08% |
| July 31, 2020 | 70.08% |
| June 30, 2020 | 70.08% |
| May 31, 2020 | 70.08% |
| April 30, 2020 | 70.08% |
| March 31, 2020 | 70.08% |
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
66.56%
Minimum
May 2019
83.51%
Maximum
Oct 2022
75.49%
Average
72.25%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| MoneyHero Ltd | -- |
| StarHub Ltd | 68.57% |
| FingerMotion Inc | 97.86% |
| Sound Group Inc | -- |
| PropertyGuru Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.92 |
| Beta (5Y) | 0.3515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.45% |
| Historical Sharpe Ratio (5Y) | -0.3122 |
| Historical Sortino (5Y) | -0.6693 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.95% |