ZK International Group Co Ltd (ZKIN)
0.65
-0.03
(-3.92%)
USD |
NASDAQ |
May 03, 16:00
0.65
0.00 (0.00%)
After-Hours: 20:00
ZK International Group Max Drawdown (5Y): 96.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.70% |
| March 31, 2024 | 96.70% |
| February 29, 2024 | 96.70% |
| January 31, 2024 | 96.70% |
| December 31, 2023 | 96.70% |
| November 30, 2023 | 96.70% |
| October 31, 2023 | 96.70% |
| September 30, 2023 | 96.70% |
| August 31, 2023 | 96.70% |
| July 31, 2023 | 96.70% |
| June 30, 2023 | 96.70% |
| May 31, 2023 | 96.70% |
| April 30, 2023 | 96.70% |
| March 31, 2023 | 96.70% |
| February 28, 2023 | 96.70% |
| January 31, 2023 | 96.70% |
| December 31, 2022 | 96.70% |
| November 30, 2022 | 95.47% |
| October 31, 2022 | 95.22% |
| September 30, 2022 | 94.30% |
| August 31, 2022 | 94.30% |
| July 31, 2022 | 94.30% |
| June 30, 2022 | 94.30% |
| May 31, 2022 | 94.30% |
| April 30, 2022 | 94.30% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.30% |
| February 28, 2022 | 94.30% |
| January 31, 2022 | 94.30% |
| December 31, 2021 | 94.30% |
| November 30, 2021 | 94.30% |
| October 31, 2021 | 94.30% |
| September 30, 2021 | 94.30% |
| August 31, 2021 | 94.30% |
| July 31, 2021 | 94.30% |
| June 30, 2021 | 94.30% |
| May 31, 2021 | 94.30% |
| April 30, 2021 | 94.30% |
| March 31, 2021 | 94.30% |
| February 28, 2021 | 94.30% |
| January 31, 2021 | 94.30% |
| December 31, 2020 | 94.30% |
| November 30, 2020 | 94.30% |
| October 31, 2020 | 94.30% |
| September 30, 2020 | 94.30% |
| August 31, 2020 | 94.30% |
| July 31, 2020 | 94.30% |
| June 30, 2020 | 94.30% |
| May 31, 2020 | 94.30% |
| April 30, 2020 | 94.30% |
| March 31, 2020 | 94.30% |
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
89.51%
Minimum
May 2019
96.70%
Maximum
Dec 2022
94.42%
Average
94.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Origin Agritech Ltd | 94.19% |
| IT Tech Packaging Inc | 98.54% |
| Gulf Resources Inc | 84.50% |
| ReTo Eco-Solutions Inc | 99.71% |
| CN Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.27 |
| Beta (5Y) | 2.051 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.5% |
| Historical Sharpe Ratio (5Y) | -0.1796 |
| Historical Sortino (5Y) | -0.479 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.85% |