Ziff Davis Inc (ZD)
46.85
+0.48
(+1.04%)
USD |
NASDAQ |
Nov 04, 13:30
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 | 98.35% |
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% |