Zillow Group Inc (Z)
43.43
-0.20
(-0.46%)
USD |
NASDAQ |
Apr 24, 16:00
43.89
+0.46
(+1.06%)
After-Hours: 04:39
Zillow Group Max Drawdown (5Y): 86.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.51% |
| February 29, 2024 | 86.51% |
| January 31, 2024 | 86.51% |
| December 31, 2023 | 86.51% |
| November 30, 2023 | 86.51% |
| October 31, 2023 | 86.51% |
| September 30, 2023 | 86.51% |
| August 31, 2023 | 86.51% |
| July 31, 2023 | 86.51% |
| June 30, 2023 | 86.51% |
| May 31, 2023 | 86.51% |
| April 30, 2023 | 86.51% |
| March 31, 2023 | 86.51% |
| February 28, 2023 | 86.51% |
| January 31, 2023 | 86.51% |
| December 31, 2022 | 86.51% |
| November 30, 2022 | 86.51% |
| October 31, 2022 | 86.51% |
| September 30, 2022 | 85.69% |
| August 31, 2022 | 85.60% |
| July 31, 2022 | 85.60% |
| June 30, 2022 | 85.60% |
| May 31, 2022 | 82.26% |
| April 30, 2022 | 80.36% |
| March 31, 2022 | 76.92% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.60% |
| January 31, 2022 | 76.60% |
| December 31, 2021 | 73.49% |
| November 30, 2021 | 73.36% |
| October 31, 2021 | 61.86% |
| September 30, 2021 | 61.86% |
| August 31, 2021 | 61.86% |
| July 31, 2021 | 61.86% |
| June 30, 2021 | 61.86% |
| May 31, 2021 | 61.86% |
| April 30, 2021 | 61.86% |
| March 31, 2021 | 61.86% |
| February 28, 2021 | 61.86% |
| January 31, 2021 | 61.86% |
| December 31, 2020 | 61.86% |
| November 30, 2020 | 61.86% |
| October 31, 2020 | 61.86% |
| September 30, 2020 | 61.86% |
| August 31, 2020 | 61.86% |
| July 31, 2020 | 61.86% |
| June 30, 2020 | 61.86% |
| May 31, 2020 | 61.86% |
| April 30, 2020 | 61.86% |
| March 31, 2020 | 61.86% |
| February 29, 2020 | 58.58% |
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
58.58%
Minimum
Apr 2019
86.51%
Maximum
Oct 2022
72.01%
Average
61.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alphabet Inc | 44.32% |
| Match Group Inc | -- |
| TechTarget Inc | 78.69% |
| The Arena Group Holdings Inc | 96.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.88 |
| Beta (5Y) | 1.755 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.40% |
| Historical Sharpe Ratio (5Y) | 0.0832 |
| Historical Sortino (5Y) | 0.1424 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.85% |