Travelzoo (TZOO)
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Apr 23, 14:16
Travelzoo Max Drawdown (5Y): 85.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 93.36% |
July 31, 2020 | 93.36% |
June 30, 2020 | 93.36% |
May 31, 2020 | 93.36% |
April 30, 2020 | 93.36% |
March 31, 2020 | 93.36% |
February 29, 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
Apr 2019
88.21%
Average
85.17%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Lendway Inc | 84.04% |
Ziff Davis Inc | 60.25% |
Dolphin Entertainment Inc | 97.76% |
Magnite Inc | 90.65% |
Cardlytics Inc | 98.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.61 |
Beta (5Y) | 1.706 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.56% |
Historical Sharpe Ratio (5Y) | -0.1041 |
Historical Sortino (5Y) | -0.188 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.93% |