JOYY Inc (YY)
36.00
-0.03
(-0.08%)
USD |
NASDAQ |
Nov 22, 09:31
JOYY Max Drawdown (5Y): 83.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 83.51% |
September 30, 2024 | 83.51% |
August 31, 2024 | 83.51% |
July 31, 2024 | 83.51% |
June 30, 2024 | 83.51% |
May 31, 2024 | 83.51% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
83.51%
Maximum
Oct 2022
77.19%
Average
82.91%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Mega Matrix Inc | 95.39% |
FingerMotion Inc | 97.86% |
Sound Group Inc | -- |
PropertyGuru Group Ltd | -- |
MoneyHero Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.67 |
Beta (5Y) | 0.2472 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.99% |
Historical Sharpe Ratio (5Y) | -0.1756 |
Historical Sortino (5Y) | -0.3679 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.77% |