Ziff Davis Inc (ZD)
52.23
-0.70
(-1.32%)
USD |
NASDAQ |
Apr 24, 16:00
52.23
0.00 (0.00%)
After-Hours: 20:00
Ziff Davis Max Drawdown (5Y): 60.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 60.25% |
| February 29, 2024 | 60.25% |
| January 31, 2024 | 60.25% |
| December 31, 2023 | 60.25% |
| November 30, 2023 | 60.25% |
| October 31, 2023 | 60.25% |
| September 30, 2023 | 59.86% |
| August 31, 2023 | 59.86% |
| July 31, 2023 | 59.86% |
| June 30, 2023 | 59.86% |
| May 31, 2023 | 59.86% |
| April 30, 2023 | 53.31% |
| March 31, 2023 | 53.31% |
| February 28, 2023 | 53.31% |
| January 31, 2023 | 53.31% |
| December 31, 2022 | 53.31% |
| November 30, 2022 | 53.31% |
| October 31, 2022 | 53.31% |
| September 30, 2022 | 53.31% |
| August 31, 2022 | 52.56% |
| July 31, 2022 | 52.56% |
| June 30, 2022 | 52.56% |
| May 31, 2022 | 50.36% |
| April 30, 2022 | 47.45% |
| March 31, 2022 | 47.45% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 47.45% |
| July 31, 2020 | 47.45% |
| June 30, 2020 | 39.08% |
| May 31, 2020 | 39.08% |
| April 30, 2020 | 39.08% |
| March 31, 2020 | 39.08% |
| February 29, 2020 | 31.69% |
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
31.69%
Minimum
Apr 2019
60.25%
Maximum
Oct 2023
47.40%
Average
47.45%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Lendway Inc | 84.04% |
| Travelzoo | 85.17% |
| Dolphin Entertainment Inc | 97.76% |
| Magnite Inc | 90.65% |
| Cardlytics Inc | 98.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.99 |
| Beta (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.88% |
| Historical Sharpe Ratio (5Y) | -0.2244 |
| Historical Sortino (5Y) | -0.3492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.21% |