Ziff Davis Inc (ZD)
54.96
+1.08
(+2.00%)
USD |
NASDAQ |
May 06, 16:00
54.96
0.00 (0.00%)
After-Hours: 17:51
Ziff Davis Max Drawdown (5Y): 65.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.83% |
March 31, 2024 | 60.25% |
February 29, 2024 | 60.25% |
January 31, 2024 | 60.25% |
December 31, 2023 | 60.25% |
November 30, 2023 | 60.25% |
October 31, 2023 | 60.25% |
September 30, 2023 | 59.86% |
August 31, 2023 | 59.86% |
July 31, 2023 | 59.86% |
June 30, 2023 | 59.86% |
May 31, 2023 | 59.86% |
April 30, 2023 | 53.31% |
March 31, 2023 | 53.31% |
February 28, 2023 | 53.31% |
January 31, 2023 | 53.31% |
December 31, 2022 | 53.31% |
November 30, 2022 | 53.31% |
October 31, 2022 | 53.31% |
September 30, 2022 | 53.31% |
August 31, 2022 | 52.56% |
July 31, 2022 | 52.56% |
June 30, 2022 | 52.56% |
May 31, 2022 | 50.36% |
April 30, 2022 | 47.45% |
Date | Value |
---|---|
March 31, 2022 | 47.45% |
February 28, 2022 | 47.45% |
January 31, 2022 | 47.45% |
December 31, 2021 | 47.45% |
November 30, 2021 | 47.45% |
October 31, 2021 | 47.45% |
September 30, 2021 | 47.45% |
August 31, 2021 | 47.45% |
July 31, 2021 | 47.45% |
June 30, 2021 | 47.45% |
May 31, 2021 | 47.45% |
April 30, 2021 | 47.45% |
March 31, 2021 | 47.45% |
February 28, 2021 | 47.45% |
January 31, 2021 | 47.45% |
December 31, 2020 | 47.45% |
November 30, 2020 | 47.45% |
October 31, 2020 | 47.45% |
September 30, 2020 | 47.45% |
August 31, 2020 | 47.45% |
July 31, 2020 | 47.45% |
June 30, 2020 | 39.08% |
May 31, 2020 | 39.08% |
April 30, 2020 | 39.08% |
March 31, 2020 | 39.08% |
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
31.69%
Minimum
May 2019
65.83%
Maximum
Apr 2024
47.97%
Average
47.45%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Lendway Inc | 84.04% |
Travelzoo | 85.17% |
Dolphin Entertainment Inc | 97.76% |
Magnite Inc | 90.65% |
Cardlytics Inc | 98.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.82 |
Beta (5Y) | 1.192 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.66% |
Historical Sharpe Ratio (5Y) | -0.3417 |
Historical Sortino (5Y) | -0.535 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.38% |