Zillow Group Inc (Z)
40.69
+0.85
(+2.13%)
USD |
NASDAQ |
May 03, 16:00
40.62
-0.07
(-0.17%)
After-Hours: 20:00
Zillow Group Max Drawdown (5Y): 86.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.51% |
March 31, 2024 | 86.51% |
February 29, 2024 | 86.51% |
January 31, 2024 | 86.51% |
December 31, 2023 | 86.51% |
November 30, 2023 | 86.51% |
October 31, 2023 | 86.51% |
September 30, 2023 | 86.51% |
August 31, 2023 | 86.51% |
July 31, 2023 | 86.51% |
June 30, 2023 | 86.51% |
May 31, 2023 | 86.51% |
April 30, 2023 | 86.51% |
March 31, 2023 | 86.51% |
February 28, 2023 | 86.51% |
January 31, 2023 | 86.51% |
December 31, 2022 | 86.51% |
November 30, 2022 | 86.51% |
October 31, 2022 | 86.51% |
September 30, 2022 | 85.69% |
August 31, 2022 | 85.60% |
July 31, 2022 | 85.60% |
June 30, 2022 | 85.60% |
May 31, 2022 | 82.26% |
April 30, 2022 | 80.36% |
Date | Value |
---|---|
March 31, 2022 | 76.92% |
February 28, 2022 | 76.60% |
January 31, 2022 | 76.60% |
December 31, 2021 | 73.49% |
November 30, 2021 | 73.36% |
October 31, 2021 | 61.86% |
September 30, 2021 | 61.86% |
August 31, 2021 | 61.86% |
July 31, 2021 | 61.86% |
June 30, 2021 | 61.86% |
May 31, 2021 | 61.86% |
April 30, 2021 | 61.86% |
March 31, 2021 | 61.86% |
February 28, 2021 | 61.86% |
January 31, 2021 | 61.86% |
December 31, 2020 | 61.86% |
November 30, 2020 | 61.86% |
October 31, 2020 | 61.86% |
September 30, 2020 | 61.86% |
August 31, 2020 | 61.86% |
July 31, 2020 | 61.86% |
June 30, 2020 | 61.86% |
May 31, 2020 | 61.86% |
April 30, 2020 | 61.86% |
March 31, 2020 | 61.86% |
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
58.58%
Minimum
May 2019
86.51%
Maximum
Oct 2022
72.48%
Average
67.61%
Median
Max Drawdown (5Y) Benchmarks
Alphabet Inc | 44.32% |
DoorDash Inc | -- |
Match Group Inc | -- |
The Arena Group Holdings Inc | 97.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.04 |
Beta (5Y) | 1.791 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.18% |
Historical Sharpe Ratio (5Y) | 0.0486 |
Historical Sortino (5Y) | 0.0841 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.85% |