ZW Data Action Technologies Inc (CNET)
0.83
-0.10
(-10.55%)
USD |
NASDAQ |
May 03, 11:12
ZW Data Action Technologies Max Drawdown (5Y): 97.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.74% |
March 31, 2024 | 97.74% |
February 29, 2024 | 97.74% |
January 31, 2024 | 97.74% |
December 31, 2023 | 97.74% |
November 30, 2023 | 97.40% |
October 31, 2023 | 97.40% |
September 30, 2023 | 97.21% |
August 31, 2023 | 96.92% |
July 31, 2023 | 96.92% |
June 30, 2023 | 96.92% |
May 31, 2023 | 96.92% |
April 30, 2023 | 96.92% |
March 31, 2023 | 96.92% |
February 28, 2023 | 96.92% |
January 31, 2023 | 96.92% |
December 31, 2022 | 96.92% |
November 30, 2022 | 96.92% |
October 31, 2022 | 96.92% |
September 30, 2022 | 96.92% |
August 31, 2022 | 96.92% |
July 31, 2022 | 96.92% |
June 30, 2022 | 96.92% |
May 31, 2022 | 96.92% |
April 30, 2022 | 94.81% |
Date | Value |
---|---|
March 31, 2022 | 94.06% |
February 28, 2022 | 94.06% |
January 31, 2022 | 94.06% |
December 31, 2021 | 94.06% |
November 30, 2021 | 94.06% |
October 31, 2021 | 94.06% |
September 30, 2021 | 94.06% |
August 31, 2021 | 94.06% |
July 31, 2021 | 94.06% |
June 30, 2021 | 94.06% |
May 31, 2021 | 94.06% |
April 30, 2021 | 94.06% |
March 31, 2021 | 94.06% |
February 28, 2021 | 94.06% |
January 31, 2021 | 94.06% |
December 31, 2020 | 94.06% |
November 30, 2020 | 94.06% |
October 31, 2020 | 94.06% |
September 30, 2020 | 94.06% |
August 31, 2020 | 94.06% |
July 31, 2020 | 94.06% |
June 30, 2020 | 94.06% |
May 31, 2020 | 94.06% |
April 30, 2020 | 94.06% |
March 31, 2020 | 94.06% |
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
89.39%
Minimum
Jun 2019
97.74%
Maximum
Dec 2023
94.55%
Average
94.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ezagoo Ltd | -- |
Able View Global Inc | -- |
Lendway Inc | 84.04% |
Ziff Davis Inc | 65.83% |
Travelzoo | 85.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.13 |
Beta (5Y) | 0.6695 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.09% |
Historical Sharpe Ratio (5Y) | -0.3873 |
Historical Sortino (5Y) | -0.8907 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.80% |