Zimmer Biomet Holdings Inc (ZBH)
107.86
+0.59
(+0.55%)
USD |
NYSE |
Nov 04, 13:12
Zimmer Biomet Holdings Max Drawdown (5Y): 49.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.73% |
| September 30, 2024 | 49.73% |
| August 31, 2024 | 49.73% |
| July 31, 2024 | 49.73% |
| June 30, 2024 | 49.73% |
| May 31, 2024 | 49.73% |
| April 30, 2024 | 49.73% |
| March 31, 2024 | 49.73% |
| February 29, 2024 | 49.73% |
| January 31, 2024 | 49.73% |
| December 31, 2023 | 49.73% |
| November 30, 2023 | 49.73% |
| October 31, 2023 | 49.73% |
| September 30, 2023 | 49.73% |
| August 31, 2023 | 49.73% |
| July 31, 2023 | 49.73% |
| June 30, 2023 | 49.73% |
| May 31, 2023 | 49.73% |
| April 30, 2023 | 49.73% |
| March 31, 2023 | 49.73% |
| February 28, 2023 | 49.73% |
| January 31, 2023 | 49.73% |
| December 31, 2022 | 49.73% |
| November 30, 2022 | 49.73% |
| October 31, 2022 | 49.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.73% |
| August 31, 2022 | 49.73% |
| July 31, 2022 | 49.73% |
| June 30, 2022 | 49.73% |
| May 31, 2022 | 49.73% |
| April 30, 2022 | 49.73% |
| March 31, 2022 | 49.73% |
| February 28, 2022 | 49.73% |
| January 31, 2022 | 49.73% |
| December 31, 2021 | 49.73% |
| November 30, 2021 | 49.73% |
| October 31, 2021 | 49.73% |
| September 30, 2021 | 49.73% |
| August 31, 2021 | 49.73% |
| July 31, 2021 | 49.73% |
| June 30, 2021 | 49.73% |
| May 31, 2021 | 49.73% |
| April 30, 2021 | 49.73% |
| March 31, 2021 | 49.73% |
| February 28, 2021 | 49.73% |
| January 31, 2021 | 49.73% |
| December 31, 2020 | 49.73% |
| November 30, 2020 | 49.73% |
| October 31, 2020 | 49.73% |
| September 30, 2020 | 49.73% |
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
26.23%
Minimum
Nov 2019
49.73%
Maximum
Mar 2020
48.17%
Average
49.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stryker Corp | 43.80% |
| NeuroOne Medical Technologies Corp | 98.03% |
| SINTX Technologies Inc | 100.00% |
| Nutriband Inc | 95.27% |
| enVVeno Medical Corp | 97.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.22 |
| Beta (5Y) | 1.020 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.91% |
| Historical Sharpe Ratio (5Y) | -0.2023 |
| Historical Sortino (5Y) | -0.2481 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.72% |