ZOZO, Inc. (SRTTY)
6.82
-0.08
(-1.16%)
USD |
OTCM |
Oct 02, 16:00
ZOZO Max Drawdown (5Y) : 58.86% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 58.86% |
| August 31, 2026 | 58.86% |
| July 31, 2026 | 58.86% |
| June 30, 2026 | 58.86% |
| May 31, 2026 | 58.86% |
| April 30, 2026 | 58.51% |
| March 31, 2026 | 58.51% |
| February 28, 2026 | 58.51% |
| January 31, 2026 | 58.51% |
| December 31, 2025 | 58.51% |
| November 30, 2025 | 58.51% |
| October 31, 2025 | 58.51% |
| September 30, 2025 | 58.51% |
| August 31, 2025 | 58.51% |
| July 31, 2025 | 58.51% |
| June 30, 2025 | 58.51% |
| May 31, 2025 | 58.51% |
| April 30, 2025 | 58.51% |
| March 31, 2025 | 58.51% |
| February 28, 2025 | 58.51% |
| January 31, 2025 | 58.51% |
| December 31, 2024 | 58.51% |
| November 30, 2024 | 58.51% |
| October 31, 2024 | 58.51% |
| September 30, 2024 | 58.51% |
| Date | Value |
|---|---|
| August 31, 2024 | 58.51% |
| July 31, 2024 | 58.51% |
| June 30, 2024 | 58.51% |
| May 31, 2024 | 58.51% |
| April 30, 2024 | 58.51% |
| March 31, 2024 | 58.51% |
| February 29, 2024 | 58.51% |
| January 31, 2024 | 58.51% |
| December 31, 2023 | 58.51% |
| November 30, 2023 | 58.51% |
| October 31, 2023 | 58.51% |
| September 30, 2023 | 58.51% |
| August 31, 2023 | 58.51% |
| July 31, 2023 | 58.51% |
| June 30, 2023 | 58.51% |
| May 31, 2023 | 58.51% |
| April 30, 2023 | 58.51% |
| March 31, 2023 | 58.51% |
| February 28, 2023 | 58.51% |
| January 31, 2023 | 58.51% |
| December 31, 2022 | 58.51% |
| November 30, 2022 | 58.51% |
| October 31, 2022 | 58.51% |
| September 30, 2022 | 58.51% |
| August 31, 2022 | 58.51% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| USS Co., Ltd. | 24.04% |
| Fast Retailing Co., Ltd. | 57.39% |
| Jins Holdings, Inc. | 69.09% |
| Asahi Co., Ltd. | 0.00% |
| Workman Co., Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.99 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.10% |
| Historical Sharpe Ratio (5Y) | -0.4631 |
| Historical Sortino (5Y) | -0.8105 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.76% |