NetEase Inc (NTES)
96.90
-4.96
(-4.87%)
USD |
NASDAQ |
May 07, 16:00
96.94
+0.04
(+0.04%)
After-Hours: 20:00
NetEase Max Drawdown (5Y): 57.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.32% |
March 31, 2024 | 57.32% |
February 29, 2024 | 57.32% |
January 31, 2024 | 57.32% |
December 31, 2023 | 57.32% |
November 30, 2023 | 57.32% |
October 31, 2023 | 57.32% |
September 30, 2023 | 57.32% |
August 31, 2023 | 57.32% |
July 31, 2023 | 57.32% |
June 30, 2023 | 57.32% |
May 31, 2023 | 57.32% |
April 30, 2023 | 57.32% |
March 31, 2023 | 57.32% |
February 28, 2023 | 57.32% |
January 31, 2023 | 57.32% |
December 31, 2022 | 57.32% |
November 30, 2022 | 57.32% |
October 31, 2022 | 57.32% |
September 30, 2022 | 49.01% |
August 31, 2022 | 49.01% |
July 31, 2022 | 49.01% |
June 30, 2022 | 49.01% |
May 31, 2022 | 49.01% |
April 30, 2022 | 49.01% |
Date | Value |
---|---|
March 31, 2022 | 49.01% |
February 28, 2022 | 49.01% |
January 31, 2022 | 49.01% |
December 31, 2021 | 49.01% |
November 30, 2021 | 49.01% |
October 31, 2021 | 49.01% |
September 30, 2021 | 49.01% |
August 31, 2021 | 49.01% |
July 31, 2021 | 49.01% |
June 30, 2021 | 49.01% |
May 31, 2021 | 49.01% |
April 30, 2021 | 49.01% |
March 31, 2021 | 49.01% |
February 28, 2021 | 49.01% |
January 31, 2021 | 49.01% |
December 31, 2020 | 49.01% |
November 30, 2020 | 49.01% |
October 31, 2020 | 49.01% |
September 30, 2020 | 49.01% |
August 31, 2020 | 49.01% |
July 31, 2020 | 49.01% |
June 30, 2020 | 49.01% |
May 31, 2020 | 49.01% |
April 30, 2020 | 49.01% |
March 31, 2020 | 49.01% |
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
49.01%
Minimum
May 2019
57.32%
Maximum
Oct 2022
51.64%
Average
49.01%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Baidu Inc | 77.47% |
Tencent Holdings Ltd | 73.29% |
Bilibili Inc | 94.30% |
iQIYI Inc | 95.45% |
Weibo Corp | 92.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.049 |
Beta (5Y) | 0.5819 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.16% |
Historical Sharpe Ratio (5Y) | 0.276 |
Historical Sortino (5Y) | 0.4748 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |