Ziff Davis, Inc. (ZD)
52.07
+0.38
(+0.74%)
USD |
NASDAQ |
Nov 13, 13:11
Ziff Davis Max Drawdown (5Y) : 80.06% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 80.06% |
| September 30, 2026 | 80.06% |
| August 31, 2026 | 80.06% |
| July 31, 2026 | 80.06% |
| June 30, 2026 | 80.06% |
| May 31, 2026 | 80.06% |
| April 30, 2026 | 80.06% |
| March 31, 2026 | 80.06% |
| February 28, 2026 | 80.06% |
| January 31, 2026 | 78.04% |
| December 31, 2025 | 78.04% |
| November 30, 2025 | 78.04% |
| October 31, 2025 | 77.82% |
| September 30, 2025 | 77.82% |
| August 31, 2025 | 77.82% |
| July 31, 2025 | 77.79% |
| June 30, 2025 | 77.79% |
| May 31, 2025 | 77.79% |
| April 30, 2025 | 77.79% |
| March 31, 2025 | 71.74% |
| February 28, 2025 | 70.19% |
| January 31, 2025 | 70.19% |
| December 31, 2024 | 70.19% |
| November 30, 2024 | 70.19% |
| October 31, 2024 | 70.19% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 48.50% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Lumen Technologies, Inc. (Louisiana) | 93.54% |
| FuboTV, Inc. | 98.32% |
| Zedge, Inc. | 91.40% |
| ZoomInfo Technologies, Inc. | 96.63% |
| Taboola.com Ltd. | 84.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.56 |
| Beta (5Y) | 1.104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.44% |
| Historical Sharpe Ratio (5Y) | -0.4594 |
| Historical Sortino (5Y) | -0.8331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.12% |