Zedge Inc (ZDGE)
2.44
+0.13
(+5.63%)
USD |
NYAM |
Apr 23, 10:46
Zedge Max Drawdown (5Y): 91.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 89.44% |
July 31, 2020 | 89.44% |
June 30, 2020 | 89.44% |
May 31, 2020 | 89.44% |
April 30, 2020 | 89.44% |
March 31, 2020 | 89.44% |
February 29, 2020 | 81.28% |
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
77.67%
Minimum
Apr 2019
91.40%
Maximum
Dec 2022
88.24%
Average
89.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Groupon Inc | 97.18% |
Upexi Inc | -- |
comScore Inc | 97.85% |
Meta Platforms Inc | 76.74% |
Thryv Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.627 |
Beta (5Y) | 1.063 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.37% |
Historical Sharpe Ratio (5Y) | 0.0745 |
Historical Sortino (5Y) | 0.1909 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.80% |