Zillow Group Inc (ZG)
41.05
+0.98
(+2.45%)
USD |
NASDAQ |
May 06, 16:00
41.45
+0.40
(+0.97%)
After-Hours: 06:48
Zillow Group Max Drawdown (5Y): 86.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.74% |
March 31, 2024 | 86.74% |
February 29, 2024 | 86.74% |
January 31, 2024 | 86.74% |
December 31, 2023 | 86.74% |
November 30, 2023 | 86.74% |
October 31, 2023 | 86.74% |
September 30, 2023 | 86.74% |
August 31, 2023 | 86.74% |
July 31, 2023 | 86.74% |
June 30, 2023 | 86.74% |
May 31, 2023 | 86.74% |
April 30, 2023 | 86.74% |
March 31, 2023 | 86.74% |
February 28, 2023 | 86.74% |
January 31, 2023 | 86.74% |
December 31, 2022 | 86.74% |
November 30, 2022 | 86.74% |
October 31, 2022 | 86.74% |
September 30, 2022 | 85.95% |
August 31, 2022 | 85.82% |
July 31, 2022 | 85.82% |
June 30, 2022 | 85.82% |
May 31, 2022 | 82.89% |
April 30, 2022 | 81.50% |
Date | Value |
---|---|
March 31, 2022 | 77.91% |
February 28, 2022 | 77.43% |
January 31, 2022 | 77.43% |
December 31, 2021 | 74.30% |
November 30, 2021 | 73.67% |
October 31, 2021 | 64.16% |
September 30, 2021 | 64.16% |
August 31, 2021 | 64.16% |
July 31, 2021 | 64.16% |
June 30, 2021 | 64.16% |
May 31, 2021 | 64.16% |
April 30, 2021 | 64.16% |
March 31, 2021 | 64.16% |
February 28, 2021 | 64.16% |
January 31, 2021 | 64.16% |
December 31, 2020 | 64.16% |
November 30, 2020 | 68.08% |
October 31, 2020 | 68.08% |
September 30, 2020 | 68.08% |
August 31, 2020 | 68.08% |
July 31, 2020 | 68.08% |
June 30, 2020 | 68.08% |
May 31, 2020 | 68.08% |
April 30, 2020 | 68.08% |
March 31, 2020 | 68.08% |
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
64.16%
Minimum
Dec 2020
86.74%
Maximum
Oct 2022
75.60%
Average
70.88%
Median
Max Drawdown (5Y) Benchmarks
DoorDash Inc | -- |
Match Group Inc | -- |
Alphabet Inc | 44.32% |
Upwork Inc | 87.48% |
IAC Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.03 |
Beta (5Y) | 1.866 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.33% |
Historical Sharpe Ratio (5Y) | 0.045 |
Historical Sortino (5Y) | 0.0782 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.98% |