Zions Bancorp NA (ZION)
52.03
+0.87
(+1.70%)
USD |
NASDAQ |
Nov 05, 16:00
52.03
0.00 (0.00%)
After-Hours: 18:29
Zions Bancorp Max Drawdown (5Y): 72.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 72.22% |
September 30, 2024 | 72.22% |
August 31, 2024 | 72.22% |
July 31, 2024 | 72.22% |
June 30, 2024 | 72.22% |
May 31, 2024 | 72.22% |
April 30, 2024 | 72.22% |
March 31, 2024 | 72.22% |
February 29, 2024 | 72.22% |
January 31, 2024 | 72.22% |
December 31, 2023 | 72.22% |
November 30, 2023 | 72.22% |
October 31, 2023 | 72.22% |
September 30, 2023 | 72.22% |
August 31, 2023 | 72.22% |
July 31, 2023 | 72.22% |
June 30, 2023 | 72.22% |
May 31, 2023 | 72.22% |
April 30, 2023 | 63.21% |
March 31, 2023 | 61.73% |
February 28, 2023 | 56.88% |
January 31, 2023 | 56.88% |
December 31, 2022 | 56.88% |
November 30, 2022 | 56.88% |
October 31, 2022 | 56.88% |
Date | Value |
---|---|
September 30, 2022 | 56.88% |
August 31, 2022 | 56.88% |
July 31, 2022 | 56.88% |
June 30, 2022 | 56.88% |
May 31, 2022 | 56.88% |
April 30, 2022 | 56.88% |
March 31, 2022 | 56.88% |
February 28, 2022 | 56.88% |
January 31, 2022 | 56.88% |
December 31, 2021 | 56.88% |
November 30, 2021 | 56.88% |
October 31, 2021 | 56.88% |
September 30, 2021 | 56.88% |
August 31, 2021 | 56.88% |
July 31, 2021 | 56.88% |
June 30, 2021 | 56.88% |
May 31, 2021 | 56.88% |
April 30, 2021 | 56.88% |
March 31, 2021 | 56.88% |
February 28, 2021 | 56.88% |
January 31, 2021 | 56.88% |
December 31, 2020 | 56.88% |
November 30, 2020 | 56.88% |
October 31, 2020 | 56.88% |
September 30, 2020 | 56.88% |
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
38.97%
Minimum
Nov 2019
72.22%
Maximum
May 2023
60.47%
Average
56.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Columbia Banking System Inc | 64.35% |
East West Bancorp Inc | 67.67% |
Fulton Financial Corp | 49.38% |
Penns Woods Bancorp Inc | 45.81% |
UMB Financial Corp | 50.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.21 |
Beta (5Y) | 1.071 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.78% |
Historical Sharpe Ratio (5Y) | 0.0573 |
Historical Sortino (5Y) | 0.0778 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.97% |