Zentek Ltd (ZTEK)
1.03
0.00 (0.00%)
USD |
NASDAQ |
May 03, 16:00
1.03
0.00 (0.00%)
After-Hours: 20:00
Zentek Max Drawdown (5Y): 90.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.18% |
| March 31, 2024 | 90.18% |
| February 29, 2024 | 90.18% |
| January 31, 2024 | 90.85% |
| December 31, 2023 | 90.85% |
| November 30, 2023 | 90.85% |
| October 31, 2023 | 90.85% |
| September 30, 2023 | 91.47% |
| August 31, 2023 | 91.47% |
| July 31, 2023 | 91.47% |
| June 30, 2023 | 91.47% |
| May 31, 2023 | 91.47% |
| April 30, 2023 | 91.47% |
| March 31, 2023 | 91.47% |
| February 28, 2023 | 92.03% |
| January 31, 2023 | 92.72% |
| December 31, 2022 | 92.72% |
| November 30, 2022 | 92.72% |
| October 31, 2022 | 92.72% |
| September 30, 2022 | 92.72% |
| August 31, 2022 | 92.72% |
| July 31, 2022 | 92.72% |
| June 30, 2022 | 92.72% |
| May 31, 2022 | 92.72% |
| April 30, 2022 | 92.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.72% |
| February 28, 2022 | 92.72% |
| January 31, 2022 | 92.72% |
| December 31, 2021 | 92.72% |
| November 30, 2021 | 92.72% |
| October 31, 2021 | 92.72% |
| September 30, 2021 | 92.72% |
| August 31, 2021 | 92.72% |
| July 31, 2021 | 92.72% |
| June 30, 2021 | 92.72% |
| May 31, 2021 | 92.72% |
| April 30, 2021 | 92.72% |
| March 31, 2021 | 92.72% |
| February 28, 2021 | 92.72% |
| January 31, 2021 | 92.72% |
| December 31, 2020 | 92.72% |
| November 30, 2020 | 92.72% |
| October 31, 2020 | 92.72% |
| September 30, 2020 | 92.72% |
| August 31, 2020 | 92.72% |
| July 31, 2020 | 92.72% |
| June 30, 2020 | 92.72% |
| May 31, 2020 | 92.72% |
| April 30, 2020 | 92.72% |
| March 31, 2020 | 92.72% |
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
90.18%
Minimum
Feb 2024
92.72%
Maximum
May 2019
92.31%
Average
92.72%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| CeCors Inc | 98.60% |
| Venus Concept Inc | 99.86% |
| Dentsply Sirona Inc | 60.56% |
| Biolase Inc | 100.00% |
| Milestone Scientific Inc | 91.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.74 |
| Beta (5Y) | 0.6894 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.2% |
| Historical Sharpe Ratio (5Y) | 0.2582 |
| Historical Sortino (5Y) | 0.7728 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.68% |