Zuora Inc (ZUO)
10.08
+0.31
(+3.17%)
USD |
NYSE |
May 03, 16:00
10.10
+0.02
(+0.15%)
After-Hours: 20:00
Zuora Max Drawdown (5Y): 84.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.90% |
March 31, 2024 | 84.90% |
February 29, 2024 | 84.90% |
January 31, 2024 | 84.90% |
December 31, 2023 | 84.90% |
November 30, 2023 | 84.90% |
October 31, 2023 | 84.90% |
September 30, 2023 | 84.90% |
August 31, 2023 | 84.90% |
July 31, 2023 | 84.90% |
June 30, 2023 | 84.90% |
May 31, 2023 | 84.90% |
April 30, 2023 | 84.90% |
March 31, 2023 | 84.90% |
February 28, 2023 | 84.90% |
January 31, 2023 | 84.90% |
December 31, 2022 | 84.90% |
November 30, 2022 | 82.29% |
October 31, 2022 | 82.29% |
September 30, 2022 | 80.80% |
August 31, 2022 | 80.61% |
July 31, 2022 | 80.61% |
June 30, 2022 | 80.61% |
May 31, 2022 | 80.61% |
April 30, 2022 | 80.61% |
Date | Value |
---|---|
March 31, 2022 | 80.61% |
February 28, 2022 | 80.61% |
January 31, 2022 | 80.61% |
December 31, 2021 | 80.61% |
November 30, 2021 | 80.61% |
October 31, 2021 | 80.61% |
September 30, 2021 | 80.61% |
August 31, 2021 | 80.61% |
July 31, 2021 | 80.61% |
June 30, 2021 | 80.61% |
May 31, 2021 | 80.61% |
April 30, 2021 | 80.61% |
March 31, 2021 | 80.61% |
February 28, 2021 | 80.61% |
January 31, 2021 | 80.61% |
December 31, 2020 | 80.61% |
November 30, 2020 | 80.61% |
October 31, 2020 | 80.61% |
September 30, 2020 | 80.61% |
August 31, 2020 | 80.61% |
July 31, 2020 | 80.61% |
June 30, 2020 | 80.61% |
May 31, 2020 | 80.61% |
April 30, 2020 | 80.61% |
March 31, 2020 | 80.61% |
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
62.28%
Minimum
May 2019
84.90%
Maximum
Dec 2022
79.13%
Average
80.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Intuit Inc | 49.01% |
eGain Corp | 71.87% |
Workday Inc | 55.92% |
Paylocity Holding Corp | 53.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.42 |
Beta (5Y) | 1.837 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.13% |
Historical Sharpe Ratio (5Y) | -0.3191 |
Historical Sortino (5Y) | -0.5593 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.64% |