Zillow Group Inc (ZG)
79.24
+4.24
(+5.65%)
USD |
NASDAQ |
Nov 21, 16:00
79.24
0.00 (0.00%)
After-Hours: 16:17
Zillow Group Max Drawdown (5Y): 86.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.74% |
| September 30, 2024 | 86.74% |
| August 31, 2024 | 86.74% |
| July 31, 2024 | 86.74% |
| June 30, 2024 | 86.74% |
| May 31, 2024 | 86.74% |
| April 30, 2024 | 86.74% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 65.88% |
| December 31, 2020 | 65.88% |
| November 30, 2020 | 65.88% |
| October 31, 2020 | 65.88% |
| September 30, 2020 | 65.88% |
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
Feb 2021
86.74%
Maximum
Oct 2022
77.04%
Average
82.20%
Median
Max Drawdown (5Y) Benchmarks
| Pinterest Inc | -- |
| Snap Inc | 90.66% |
| DoorDash Inc | -- |
| TechTarget Inc | 79.05% |
| The Arena Group Holdings Inc | 97.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.03 |
| Beta (5Y) | 2.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.26% |
| Historical Sharpe Ratio (5Y) | 0.169 |
| Historical Sortino (5Y) | 0.293 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.39% |