Zions Bancorp NA (ZION)
44.34
+0.03
(+0.07%)
USD |
NASDAQ |
May 10, 16:00
44.34
0.00 (0.00%)
After-Hours: 18:49
Zions Bancorp Max Drawdown (5Y): 72.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 56.88% |
July 31, 2020 | 56.88% |
June 30, 2020 | 56.88% |
May 31, 2020 | 56.88% |
April 30, 2020 | 56.88% |
March 31, 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
May 2019
72.22%
Maximum
May 2023
57.15%
Average
56.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Western Alliance Bancorp | 84.79% |
Axos Financial Inc | 67.32% |
Comerica Inc | 72.44% |
KeyCorp | 65.22% |
Regions Financial Corp | 60.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.07 |
Beta (5Y) | 1.131 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.52% |
Historical Sharpe Ratio (5Y) | -0.0543 |
Historical Sortino (5Y) | -0.073 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.97% |