Ziff Davis Inc (ZD)
57.22
+1.18
(+2.11%)
USD |
NASDAQ |
Nov 21, 16:00
57.24
+0.02
(+0.03%)
After-Hours: 20:00
Ziff Davis Max Drawdown (5Y): 70.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 70.19% |
September 30, 2024 | 70.19% |
August 31, 2024 | 70.19% |
July 31, 2024 | 65.02% |
June 30, 2024 | 62.76% |
May 31, 2024 | 62.76% |
April 30, 2024 | 62.32% |
March 31, 2024 | 56.16% |
February 29, 2024 | 56.16% |
January 31, 2024 | 56.16% |
December 31, 2023 | 56.16% |
November 30, 2023 | 56.16% |
October 31, 2023 | 56.16% |
September 30, 2023 | 55.73% |
August 31, 2023 | 55.73% |
July 31, 2023 | 55.73% |
June 30, 2023 | 55.73% |
May 31, 2023 | 55.73% |
April 30, 2023 | 48.50% |
March 31, 2023 | 48.50% |
February 28, 2023 | 48.50% |
January 31, 2023 | 48.50% |
December 31, 2022 | 48.50% |
November 30, 2022 | 48.50% |
October 31, 2022 | 48.50% |
Date | Value |
---|---|
September 30, 2022 | 48.50% |
August 31, 2022 | 47.68% |
July 31, 2022 | 47.68% |
June 30, 2022 | 47.68% |
May 31, 2022 | 47.45% |
April 30, 2022 | 47.45% |
March 31, 2022 | 47.45% |
February 28, 2022 | 47.45% |
January 31, 2022 | 47.45% |
December 31, 2021 | 47.45% |
November 30, 2021 | 47.45% |
October 31, 2021 | 47.45% |
September 30, 2021 | 47.45% |
August 31, 2021 | 47.45% |
July 31, 2021 | 47.45% |
June 30, 2021 | 47.45% |
May 31, 2021 | 47.45% |
April 30, 2021 | 47.45% |
March 31, 2021 | 47.45% |
February 28, 2021 | 47.45% |
January 31, 2021 | 47.45% |
December 31, 2020 | 47.45% |
November 30, 2020 | 47.45% |
October 31, 2020 | 47.45% |
September 30, 2020 | 47.45% |
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
31.64%
Minimum
Nov 2019
70.19%
Maximum
Aug 2024
49.74%
Average
47.45%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Lendway Inc | 87.86% |
Travelzoo | 85.17% |
Dolphin Entertainment Inc | 97.76% |
Magnite Inc | 90.65% |
Cardlytics Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.91 |
Beta (5Y) | 1.287 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.70% |
Historical Sharpe Ratio (5Y) | -0.3527 |
Historical Sortino (5Y) | -0.561 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.12% |