Ziff Davis Inc (ZD)

56.19 +0.23 (+0.41%) USD  |  NASDAQ  |  Dec 20, 16:00
56.25 +0.06 (+0.11%) After-Hours: 20:00
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Ziff Davis Max Drawdown (5Y): 70.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -27.36
Beta (5Y) 1.348
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.85%
Historical Sharpe Ratio (5Y) -0.2408
Historical Sortino (5Y) -0.3947
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.12%