Travelzoo (TZOO)
17.83
+0.24
(+1.36%)
USD |
NASDAQ |
Nov 04, 13:33
Travelzoo Max Drawdown (5Y): 85.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.17% |
| September 30, 2024 | 85.17% |
| August 31, 2024 | 85.17% |
| July 31, 2024 | 85.17% |
| June 30, 2024 | 85.17% |
| May 31, 2024 | 85.17% |
| April 30, 2024 | 85.17% |
| March 31, 2024 | 85.17% |
| February 29, 2024 | 85.17% |
| January 31, 2024 | 85.17% |
| December 31, 2023 | 85.17% |
| November 30, 2023 | 85.17% |
| October 31, 2023 | 85.17% |
| September 30, 2023 | 85.17% |
| August 31, 2023 | 85.17% |
| July 31, 2023 | 85.17% |
| June 30, 2023 | 85.17% |
| May 31, 2023 | 85.17% |
| April 30, 2023 | 85.17% |
| March 31, 2023 | 85.17% |
| February 28, 2023 | 85.17% |
| January 31, 2023 | 85.17% |
| December 31, 2022 | 85.17% |
| November 30, 2022 | 85.17% |
| October 31, 2022 | 85.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.17% |
| August 31, 2022 | 85.17% |
| July 31, 2022 | 85.17% |
| June 30, 2022 | 85.17% |
| May 31, 2022 | 85.17% |
| April 30, 2022 | 85.17% |
| March 31, 2022 | 85.17% |
| February 28, 2022 | 85.17% |
| January 31, 2022 | 85.17% |
| December 31, 2021 | 85.17% |
| November 30, 2021 | 85.17% |
| October 31, 2021 | 85.17% |
| September 30, 2021 | 85.17% |
| August 31, 2021 | 85.17% |
| July 31, 2021 | 85.17% |
| June 30, 2021 | 85.17% |
| May 31, 2021 | 85.17% |
| April 30, 2021 | 85.17% |
| March 31, 2021 | 85.17% |
| February 28, 2021 | 91.34% |
| January 31, 2021 | 91.34% |
| December 31, 2020 | 91.34% |
| November 30, 2020 | 93.36% |
| October 31, 2020 | 93.36% |
| September 30, 2020 | 93.36% |
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
85.17%
Minimum
Mar 2021
93.36%
Maximum
Nov 2019
87.26%
Average
85.17%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Dolphin Entertainment Inc | 97.76% |
| Magnite Inc | 90.65% |
| Cardlytics Inc | 98.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.09 |
| Beta (5Y) | 1.688 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.34% |
| Historical Sharpe Ratio (5Y) | 0.1202 |
| Historical Sortino (5Y) | 0.2184 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.93% |