DZS Inc (DZSI)
1.18
+0.06
(+5.36%)
USD |
NASDAQ |
Apr 26, 16:00
1.18
0.00 (0.00%)
After-Hours: 20:00
DZS Max Drawdown (5Y): 94.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 94.63% |
| February 29, 2024 | 94.63% |
| January 31, 2024 | 94.63% |
| December 31, 2023 | 94.63% |
| November 30, 2023 | 94.63% |
| October 31, 2023 | 94.50% |
| September 30, 2023 | 92.07% |
| August 31, 2023 | 90.73% |
| July 31, 2023 | 85.02% |
| June 30, 2023 | 85.02% |
| May 31, 2023 | 78.88% |
| April 30, 2023 | 78.88% |
| March 31, 2023 | 78.88% |
| February 28, 2023 | 78.88% |
| January 31, 2023 | 78.88% |
| December 31, 2022 | 78.88% |
| November 30, 2022 | 78.88% |
| October 31, 2022 | 78.88% |
| September 30, 2022 | 78.88% |
| August 31, 2022 | 78.88% |
| July 31, 2022 | 80.27% |
| June 30, 2022 | 80.63% |
| May 31, 2022 | 80.63% |
| April 30, 2022 | 81.96% |
| March 31, 2022 | 81.96% |
| Date | Value |
|---|---|
| February 28, 2022 | 82.75% |
| January 31, 2022 | 82.75% |
| December 31, 2021 | 82.75% |
| November 30, 2021 | 86.37% |
| October 31, 2021 | 86.37% |
| September 30, 2021 | 86.37% |
| August 31, 2021 | 86.37% |
| July 31, 2021 | 86.37% |
| June 30, 2021 | 86.37% |
| May 31, 2021 | 86.37% |
| April 30, 2021 | 86.37% |
| March 31, 2021 | 86.37% |
| February 28, 2021 | 86.37% |
| January 31, 2021 | 86.37% |
| December 31, 2020 | 86.37% |
| November 30, 2020 | 86.37% |
| October 31, 2020 | 86.37% |
| September 30, 2020 | 86.37% |
| August 31, 2020 | 86.37% |
| July 31, 2020 | 86.37% |
| June 30, 2020 | 86.37% |
| May 31, 2020 | 86.37% |
| April 30, 2020 | 86.37% |
| March 31, 2020 | 86.37% |
| February 29, 2020 | 86.37% |
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
78.88%
Minimum
Aug 2022
94.63%
Maximum
Nov 2023
85.44%
Average
86.37%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Clearfield Inc | 82.52% |
| Netgear Inc | 76.94% |
| Franklin Wireless Corp | 89.23% |
| Impinj Inc | 78.64% |
| Actelis Networks Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.91 |
| Beta (5Y) | 1.588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.73% |
| Historical Sharpe Ratio (5Y) | -0.4975 |
| Historical Sortino (5Y) | -0.8492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.06% |