Zillow Group Inc (Z)
81.66
+3.78
(+4.85%)
USD |
NASDAQ |
Nov 21, 13:31
Zillow Group Max Drawdown (5Y): 86.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.37% |
| September 30, 2024 | 86.37% |
| August 31, 2024 | 86.37% |
| July 31, 2024 | 86.37% |
| June 30, 2024 | 86.37% |
| May 31, 2024 | 86.37% |
| April 30, 2024 | 86.37% |
| March 31, 2024 | 86.37% |
| February 29, 2024 | 86.37% |
| January 31, 2024 | 86.37% |
| December 31, 2023 | 86.37% |
| November 30, 2023 | 86.37% |
| October 31, 2023 | 86.37% |
| September 30, 2023 | 86.37% |
| August 31, 2023 | 86.37% |
| July 31, 2023 | 86.37% |
| June 30, 2023 | 86.37% |
| May 31, 2023 | 86.37% |
| April 30, 2023 | 86.37% |
| March 31, 2023 | 86.37% |
| February 28, 2023 | 86.37% |
| January 31, 2023 | 86.37% |
| December 31, 2022 | 86.37% |
| November 30, 2022 | 86.37% |
| October 31, 2022 | 86.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.54% |
| August 31, 2022 | 85.45% |
| July 31, 2022 | 85.45% |
| June 30, 2022 | 85.45% |
| May 31, 2022 | 82.07% |
| April 30, 2022 | 80.15% |
| March 31, 2022 | 76.68% |
| February 28, 2022 | 76.35% |
| January 31, 2022 | 76.35% |
| December 31, 2021 | 73.21% |
| November 30, 2021 | 73.08% |
| 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% |
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
Nov 2019
86.37%
Maximum
Oct 2022
75.17%
Average
81.11%
Median
Max Drawdown (5Y) Benchmarks
| Yelp Inc | 72.23% |
| Alphabet Inc | 44.32% |
| Pinterest Inc | -- |
| The Arena Group Holdings Inc | 97.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.51 |
| Beta (5Y) | 1.951 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.11% |
| Historical Sharpe Ratio (5Y) | 0.1836 |
| Historical Sortino (5Y) | 0.3174 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.60% |