Zions Bancorp NA (ZION)
41.13
-0.19
(-0.46%)
USD |
NASDAQ |
Apr 30, 12:39
Zions Bancorp Max Drawdown (5Y): 72.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 72.22% |
| February 29, 2024 | 72.22% |
| January 31, 2024 | 72.22% |
| December 31, 2023 | 72.22% |
| November 30, 2023 | 72.22% |
| October 31, 2023 | 72.22% |
| September 30, 2023 | 72.22% |
| August 31, 2023 | 72.22% |
| July 31, 2023 | 72.22% |
| June 30, 2023 | 72.22% |
| May 31, 2023 | 72.22% |
| April 30, 2023 | 63.21% |
| March 31, 2023 | 61.73% |
| February 28, 2023 | 56.88% |
| January 31, 2023 | 56.88% |
| December 31, 2022 | 56.88% |
| November 30, 2022 | 56.88% |
| October 31, 2022 | 56.88% |
| September 30, 2022 | 56.88% |
| August 31, 2022 | 56.88% |
| July 31, 2022 | 56.88% |
| June 30, 2022 | 56.88% |
| May 31, 2022 | 56.88% |
| April 30, 2022 | 56.88% |
| March 31, 2022 | 56.88% |
| Date | Value |
|---|---|
| February 28, 2022 | 56.88% |
| January 31, 2022 | 56.88% |
| December 31, 2021 | 56.88% |
| November 30, 2021 | 56.88% |
| October 31, 2021 | 56.88% |
| September 30, 2021 | 56.88% |
| August 31, 2021 | 56.88% |
| July 31, 2021 | 56.88% |
| June 30, 2021 | 56.88% |
| May 31, 2021 | 56.88% |
| April 30, 2021 | 56.88% |
| March 31, 2021 | 56.88% |
| February 28, 2021 | 56.88% |
| January 31, 2021 | 56.88% |
| December 31, 2020 | 56.88% |
| November 30, 2020 | 56.88% |
| October 31, 2020 | 56.88% |
| September 30, 2020 | 56.88% |
| August 31, 2020 | 56.88% |
| July 31, 2020 | 56.88% |
| June 30, 2020 | 56.88% |
| May 31, 2020 | 56.88% |
| April 30, 2020 | 56.88% |
| March 31, 2020 | 56.88% |
| February 29, 2020 | 38.97% |
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
38.97%
Minimum
Apr 2019
72.22%
Maximum
May 2023
56.59%
Average
56.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Comerica Inc | 72.44% |
| Western Alliance Bancorp | 84.79% |
| Axos Financial Inc | 67.32% |
| KeyCorp | 65.22% |
| Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.31 |
| Beta (5Y) | 1.136 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.60% |
| Historical Sharpe Ratio (5Y) | 0.0112 |
| Historical Sortino (5Y) | 0.0152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.97% |