ZK International Group Co Ltd (ZKIN)
0.70
+0.06
(+8.85%)
USD |
NASDAQ |
May 07, 16:00
0.73
+0.03
(+4.29%)
After-Hours: 20:00
ZK International Group Max Drawdown (5Y): 96.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.70% |
March 31, 2024 | 96.70% |
February 29, 2024 | 96.70% |
January 31, 2024 | 96.70% |
December 31, 2023 | 96.70% |
November 30, 2023 | 96.70% |
October 31, 2023 | 96.70% |
September 30, 2023 | 96.70% |
August 31, 2023 | 96.70% |
July 31, 2023 | 96.70% |
June 30, 2023 | 96.70% |
May 31, 2023 | 96.70% |
April 30, 2023 | 96.70% |
March 31, 2023 | 96.70% |
February 28, 2023 | 96.70% |
January 31, 2023 | 96.70% |
December 31, 2022 | 96.70% |
November 30, 2022 | 95.47% |
October 31, 2022 | 95.22% |
September 30, 2022 | 94.30% |
August 31, 2022 | 94.30% |
July 31, 2022 | 94.30% |
June 30, 2022 | 94.30% |
May 31, 2022 | 94.30% |
April 30, 2022 | 94.30% |
Date | Value |
---|---|
March 31, 2022 | 94.30% |
February 28, 2022 | 94.30% |
January 31, 2022 | 94.30% |
December 31, 2021 | 94.30% |
November 30, 2021 | 94.30% |
October 31, 2021 | 94.30% |
September 30, 2021 | 94.30% |
August 31, 2021 | 94.30% |
July 31, 2021 | 94.30% |
June 30, 2021 | 94.30% |
May 31, 2021 | 94.30% |
April 30, 2021 | 94.30% |
March 31, 2021 | 94.30% |
February 28, 2021 | 94.30% |
January 31, 2021 | 94.30% |
December 31, 2020 | 94.30% |
November 30, 2020 | 94.30% |
October 31, 2020 | 94.30% |
September 30, 2020 | 94.30% |
August 31, 2020 | 94.30% |
July 31, 2020 | 94.30% |
June 30, 2020 | 94.30% |
May 31, 2020 | 94.30% |
April 30, 2020 | 94.30% |
March 31, 2020 | 94.30% |
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
89.51%
Minimum
May 2019
96.70%
Maximum
Dec 2022
94.42%
Average
94.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Origin Agritech Ltd | 94.19% |
IT Tech Packaging Inc | 98.54% |
Gulf Resources Inc | 84.50% |
ReTo Eco-Solutions Inc | 99.71% |
CN Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.27 |
Beta (5Y) | 2.051 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.5% |
Historical Sharpe Ratio (5Y) | -0.1796 |
Historical Sortino (5Y) | -0.479 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.85% |