Zepp Health Corp (ZEPP)
0.885
0.00 (0.00%)
USD |
NYSE |
May 08, 10:59
Zepp Health Max Drawdown (5Y): 95.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.67% |
| March 31, 2024 | 95.21% |
| February 29, 2024 | 94.79% |
| January 31, 2024 | 94.79% |
| December 31, 2023 | 94.79% |
| November 30, 2023 | 94.79% |
| October 31, 2023 | 94.79% |
| September 30, 2023 | 94.39% |
| August 31, 2023 | 94.39% |
| July 31, 2023 | 94.23% |
| June 30, 2023 | 94.23% |
| May 31, 2023 | 94.13% |
| April 30, 2023 | 94.13% |
| March 31, 2023 | 94.13% |
| February 28, 2023 | 94.13% |
| January 31, 2023 | 94.13% |
| December 31, 2022 | 94.13% |
| November 30, 2022 | 94.13% |
| October 31, 2022 | 94.13% |
| September 30, 2022 | 93.08% |
| August 31, 2022 | 91.14% |
| July 31, 2022 | 91.09% |
| June 30, 2022 | 90.30% |
| May 31, 2022 | 89.41% |
| April 30, 2022 | 87.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.58% |
| February 28, 2022 | 81.54% |
| January 31, 2022 | 77.99% |
| December 31, 2021 | 76.88% |
| November 30, 2021 | 65.57% |
| October 31, 2021 | 61.54% |
| September 30, 2021 | 61.54% |
| August 31, 2021 | 61.54% |
| July 31, 2021 | 61.54% |
| June 30, 2021 | 61.54% |
| May 31, 2021 | 61.54% |
| April 30, 2021 | 61.54% |
| March 31, 2021 | 61.54% |
| February 28, 2021 | 61.54% |
| January 31, 2021 | 61.54% |
| December 31, 2020 | 61.54% |
| November 30, 2020 | 61.54% |
| October 31, 2020 | 61.54% |
| September 30, 2020 | 61.54% |
| August 31, 2020 | 61.54% |
| July 31, 2020 | 61.54% |
| June 30, 2020 | 61.54% |
| May 31, 2020 | 61.54% |
| April 30, 2020 | 61.54% |
| March 31, 2020 | 61.54% |
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
61.54%
Minimum
May 2019
95.67%
Maximum
Apr 2024
76.23%
Average
63.56%
Median
Max Drawdown (5Y) Benchmarks
| JinkoSolar Holding Co Ltd | 74.32% |
| Kingsoft Cloud Holdings Ltd | -- |
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.60 |
| Beta (5Y) | 0.8804 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.22% |
| Historical Sharpe Ratio (5Y) | -0.6886 |
| Historical Sortino (5Y) | -1.284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.91% |