ZW Data Action Technologies Inc (CNET)
1.59
+0.04
(+2.58%)
USD |
NASDAQ |
Nov 21, 16:00
1.52
-0.07
(-4.40%)
Pre-Market: 08:45
ZW Data Action Technologies Max Drawdown (5Y): 98.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.58% |
| September 30, 2024 | 98.58% |
| August 31, 2024 | 98.04% |
| July 31, 2024 | 97.74% |
| June 30, 2024 | 97.74% |
| May 31, 2024 | 97.74% |
| April 30, 2024 | 97.74% |
| March 31, 2024 | 97.74% |
| February 29, 2024 | 97.74% |
| January 31, 2024 | 97.74% |
| December 31, 2023 | 97.74% |
| November 30, 2023 | 97.40% |
| October 31, 2023 | 97.40% |
| September 30, 2023 | 97.21% |
| August 31, 2023 | 96.92% |
| July 31, 2023 | 96.92% |
| June 30, 2023 | 96.92% |
| May 31, 2023 | 96.92% |
| April 30, 2023 | 96.92% |
| March 31, 2023 | 96.92% |
| February 28, 2023 | 96.92% |
| January 31, 2023 | 96.92% |
| December 31, 2022 | 96.92% |
| November 30, 2022 | 96.92% |
| October 31, 2022 | 96.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.92% |
| August 31, 2022 | 96.92% |
| July 31, 2022 | 96.92% |
| June 30, 2022 | 96.92% |
| May 31, 2022 | 96.92% |
| April 30, 2022 | 94.81% |
| March 31, 2022 | 94.06% |
| February 28, 2022 | 94.06% |
| January 31, 2022 | 94.06% |
| December 31, 2021 | 94.06% |
| November 30, 2021 | 94.06% |
| October 31, 2021 | 94.06% |
| September 30, 2021 | 94.06% |
| August 31, 2021 | 94.06% |
| July 31, 2021 | 94.06% |
| June 30, 2021 | 94.06% |
| May 31, 2021 | 94.06% |
| April 30, 2021 | 94.06% |
| March 31, 2021 | 94.06% |
| February 28, 2021 | 94.06% |
| January 31, 2021 | 94.06% |
| December 31, 2020 | 94.06% |
| November 30, 2020 | 94.06% |
| October 31, 2020 | 94.06% |
| September 30, 2020 | 94.06% |
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
89.39%
Minimum
Nov 2019
98.58%
Maximum
Sep 2024
95.39%
Average
95.86%
Median
Max Drawdown (5Y) Benchmarks
| Ezagoo Ltd | -- |
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Travelzoo | 85.17% |
| Dolphin Entertainment Inc | 97.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.35 |
| Beta (5Y) | 0.6278 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.21% |
| Historical Sharpe Ratio (5Y) | -0.4697 |
| Historical Sortino (5Y) | -1.110 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.44% |