Zedge Inc (ZDGE)
2.73
-0.16
(-5.54%)
USD |
NYAM |
Nov 04, 16:00
2.65
-0.08
(-2.93%)
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% |