Zillow Group Inc (ZG)
43.13
+0.72
(+1.70%)
USD |
NASDAQ |
Apr 26, 16:00
42.90
-0.23
(-0.53%)
After-Hours: 20:00
Zillow Group Max Drawdown (5Y): 86.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.74% |
| February 29, 2024 | 86.74% |
| January 31, 2024 | 86.74% |
| December 31, 2023 | 86.74% |
| November 30, 2023 | 86.74% |
| October 31, 2023 | 86.74% |
| September 30, 2023 | 86.74% |
| August 31, 2023 | 86.74% |
| July 31, 2023 | 86.74% |
| June 30, 2023 | 86.74% |
| May 31, 2023 | 86.74% |
| April 30, 2023 | 86.74% |
| March 31, 2023 | 86.74% |
| February 28, 2023 | 86.74% |
| January 31, 2023 | 86.74% |
| December 31, 2022 | 86.74% |
| November 30, 2022 | 86.74% |
| October 31, 2022 | 86.74% |
| September 30, 2022 | 85.95% |
| August 31, 2022 | 85.82% |
| July 31, 2022 | 85.82% |
| June 30, 2022 | 85.82% |
| May 31, 2022 | 82.89% |
| April 30, 2022 | 81.50% |
| March 31, 2022 | 77.91% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.43% |
| January 31, 2022 | 77.43% |
| December 31, 2021 | 74.30% |
| November 30, 2021 | 73.67% |
| October 31, 2021 | 64.16% |
| September 30, 2021 | 64.16% |
| August 31, 2021 | 64.16% |
| July 31, 2021 | 64.16% |
| June 30, 2021 | 64.16% |
| May 31, 2021 | 64.16% |
| April 30, 2021 | 64.16% |
| March 31, 2021 | 64.16% |
| February 28, 2021 | 64.16% |
| January 31, 2021 | 64.16% |
| December 31, 2020 | 64.16% |
| November 30, 2020 | 68.08% |
| October 31, 2020 | 68.08% |
| September 30, 2020 | 68.08% |
| August 31, 2020 | 68.08% |
| July 31, 2020 | 68.08% |
| June 30, 2020 | 68.08% |
| May 31, 2020 | 68.08% |
| April 30, 2020 | 68.08% |
| March 31, 2020 | 68.08% |
| February 29, 2020 | 68.08% |
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
64.16%
Minimum
Dec 2020
86.74%
Maximum
Oct 2022
75.29%
Average
68.08%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Match Group Inc | -- |
| Alphabet Inc | 44.32% |
| Upwork Inc | 87.48% |
| DoorDash Inc | -- |
| IAC Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.98 |
| Beta (5Y) | 1.834 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.58% |
| Historical Sharpe Ratio (5Y) | 0.0805 |
| Historical Sortino (5Y) | 0.1382 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.98% |