Zimmer Biomet Holdings Inc (ZBH)
121.12
+0.34
(+0.28%)
USD |
NYSE |
Apr 23, 12:04
Zimmer Biomet Holdings Max Drawdown (5Y): 49.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 49.73% |
July 31, 2020 | 49.73% |
June 30, 2020 | 49.73% |
May 31, 2020 | 49.73% |
April 30, 2020 | 49.73% |
March 31, 2020 | 49.73% |
February 29, 2020 | 26.23% |
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
Apr 2019
49.73%
Maximum
Mar 2020
45.42%
Average
49.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Stryker Corp | 43.80% |
Edwards Lifesciences Corp | 52.78% |
Intuitive Surgical Inc | 49.90% |
Globus Medical Inc | 47.91% |
Align Technology Inc | 76.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.94 |
Beta (5Y) | 0.9954 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.23% |
Historical Sharpe Ratio (5Y) | 0.0018 |
Historical Sortino (5Y) | 0.0021 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.72% |