Xunlei Ltd (XNET)
1.75
+0.06
(+3.24%)
USD |
NASDAQ |
May 17, 16:00
1.75
0.00 (0.00%)
After-Hours: 20:00
Xunlei Max Drawdown (5Y): 95.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.79% |
March 31, 2024 | 95.79% |
February 29, 2024 | 95.79% |
January 31, 2024 | 95.79% |
December 31, 2023 | 95.79% |
November 30, 2023 | 95.79% |
October 31, 2023 | 95.79% |
September 30, 2023 | 95.79% |
August 31, 2023 | 95.79% |
July 31, 2023 | 95.79% |
June 30, 2023 | 95.79% |
May 31, 2023 | 95.79% |
April 30, 2023 | 95.79% |
March 31, 2023 | 95.79% |
February 28, 2023 | 95.79% |
January 31, 2023 | 95.79% |
December 31, 2022 | 95.79% |
November 30, 2022 | 95.79% |
October 31, 2022 | 95.78% |
September 30, 2022 | 95.50% |
August 31, 2022 | 95.50% |
July 31, 2022 | 95.50% |
June 30, 2022 | 95.50% |
May 31, 2022 | 95.50% |
April 30, 2022 | 95.34% |
Date | Value |
---|---|
March 31, 2022 | 95.34% |
February 28, 2022 | 93.34% |
January 31, 2022 | 93.34% |
December 31, 2021 | 92.41% |
November 30, 2021 | 92.37% |
October 31, 2021 | 92.37% |
September 30, 2021 | 92.37% |
August 31, 2021 | 92.37% |
July 31, 2021 | 92.37% |
June 30, 2021 | 92.37% |
May 31, 2021 | 92.37% |
April 30, 2021 | 92.37% |
March 31, 2021 | 92.37% |
February 28, 2021 | 92.37% |
January 31, 2021 | 92.37% |
December 31, 2020 | 92.37% |
November 30, 2020 | 92.37% |
October 31, 2020 | 92.37% |
September 30, 2020 | 92.37% |
August 31, 2020 | 92.37% |
July 31, 2020 | 92.37% |
June 30, 2020 | 92.37% |
May 31, 2020 | 92.37% |
April 30, 2020 | 92.37% |
March 31, 2020 | 92.37% |
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
90.33%
Minimum
May 2019
95.79%
Maximum
Nov 2022
93.78%
Average
92.37%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Baidu Inc | 77.47% |
Weibo Corp | 92.34% |
Hello Group Inc | 90.36% |
iQIYI Inc | 95.45% |
HUYA Inc | 96.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.91 |
Beta (5Y) | 1.221 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.71% |
Historical Sharpe Ratio (5Y) | -0.1807 |
Historical Sortino (5Y) | -0.5592 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.73% |