Travelzoo (TZOO)

19.95 +0.33 (+1.68%) USD  |  NASDAQ  |  Dec 20, 16:00
20.00 +0.05 (+0.25%) After-Hours: 20:00
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Travelzoo Max Drawdown (5Y): 85.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -11.20
Beta (5Y) 1.712
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 74.63%
Historical Sharpe Ratio (5Y) 0.1564
Historical Sortino (5Y) 0.293
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.93%