Zions Bancorp NA (ZION)
59.14
+0.48
(+0.82%)
USD |
NASDAQ |
Nov 21, 16:00
59.14
0.00 (0.00%)
After-Hours: 20:00
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
| Associated Banc-Corp | 60.21% |
| Fulton Financial Corp | 49.38% |
| Penns Woods Bancorp Inc | 45.81% |
| UMB Financial Corp | 50.23% |
| Coastal Financial Corp | -- |
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% |