Zedge Inc (ZDGE)
2.55
-0.16
(-5.80%)
USD |
NYAM |
Nov 21, 16:00
2.575
+0.02
(+0.98%)
After-Hours: 20:00
Zedge Max Drawdown (5Y): 91.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 91.40% |
September 30, 2024 | 91.40% |
August 31, 2024 | 91.40% |
July 31, 2024 | 91.40% |
June 30, 2024 | 91.40% |
May 31, 2024 | 91.40% |
April 30, 2024 | 91.40% |
March 31, 2024 | 91.40% |
February 29, 2024 | 91.40% |
January 31, 2024 | 91.40% |
December 31, 2023 | 91.40% |
November 30, 2023 | 91.40% |
October 31, 2023 | 91.40% |
September 30, 2023 | 91.40% |
August 31, 2023 | 91.40% |
July 31, 2023 | 91.40% |
June 30, 2023 | 91.40% |
May 31, 2023 | 91.40% |
April 30, 2023 | 91.40% |
March 31, 2023 | 91.40% |
February 28, 2023 | 91.40% |
January 31, 2023 | 91.40% |
December 31, 2022 | 91.40% |
November 30, 2022 | 90.32% |
October 31, 2022 | 89.60% |
Date | Value |
---|---|
September 30, 2022 | 89.44% |
August 31, 2022 | 89.44% |
July 31, 2022 | 89.44% |
June 30, 2022 | 89.44% |
May 31, 2022 | 89.44% |
April 30, 2022 | 89.44% |
March 31, 2022 | 89.44% |
February 28, 2022 | 89.44% |
January 31, 2022 | 89.44% |
December 31, 2021 | 89.44% |
November 30, 2021 | 89.44% |
October 31, 2021 | 89.44% |
September 30, 2021 | 89.44% |
August 31, 2021 | 89.44% |
July 31, 2021 | 89.44% |
June 30, 2021 | 89.44% |
May 31, 2021 | 89.44% |
April 30, 2021 | 89.44% |
March 31, 2021 | 89.44% |
February 28, 2021 | 89.44% |
January 31, 2021 | 89.44% |
December 31, 2020 | 89.44% |
November 30, 2020 | 89.44% |
October 31, 2020 | 89.44% |
September 30, 2020 | 89.44% |
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
80.62%
Minimum
Nov 2019
91.40%
Maximum
Dec 2022
89.63%
Average
89.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
comScore Inc | 97.85% |
Groupon Inc | 97.18% |
Meta Platforms Inc | 76.74% |
Giftify Inc | 99.93% |
Thryv Holdings Inc | 65.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.053 |
Beta (5Y) | 1.281 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.01% |
Historical Sharpe Ratio (5Y) | 0.0967 |
Historical Sortino (5Y) | 0.2446 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.41% |