Zai Lab Ltd (ZLAB)
16.22
-0.37
(-2.23%)
USD |
NASDAQ |
May 03, 10:16
Zai Lab Max Drawdown (5Y): 92.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.84% |
| March 31, 2024 | 91.68% |
| February 29, 2024 | 90.75% |
| January 31, 2024 | 88.75% |
| December 31, 2023 | 88.38% |
| November 30, 2023 | 88.38% |
| October 31, 2023 | 88.38% |
| September 30, 2023 | 88.38% |
| August 31, 2023 | 88.38% |
| July 31, 2023 | 88.38% |
| June 30, 2023 | 88.38% |
| May 31, 2023 | 88.38% |
| April 30, 2023 | 88.38% |
| March 31, 2023 | 88.38% |
| February 28, 2023 | 88.38% |
| January 31, 2023 | 88.38% |
| December 31, 2022 | 88.38% |
| November 30, 2022 | 88.38% |
| October 31, 2022 | 88.38% |
| September 30, 2022 | 87.93% |
| August 31, 2022 | 87.93% |
| July 31, 2022 | 87.93% |
| June 30, 2022 | 87.93% |
| May 31, 2022 | 86.94% |
| April 30, 2022 | 85.51% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.51% |
| February 28, 2022 | 78.09% |
| January 31, 2022 | 78.09% |
| December 31, 2021 | 71.36% |
| November 30, 2021 | 63.88% |
| October 31, 2021 | 56.15% |
| September 30, 2021 | 56.15% |
| August 31, 2021 | 56.15% |
| July 31, 2021 | 56.15% |
| June 30, 2021 | 56.15% |
| May 31, 2021 | 56.15% |
| April 30, 2021 | 56.15% |
| March 31, 2021 | 56.15% |
| February 28, 2021 | 56.15% |
| January 31, 2021 | 56.15% |
| December 31, 2020 | 56.15% |
| November 30, 2020 | 56.15% |
| October 31, 2020 | 56.15% |
| September 30, 2020 | 56.15% |
| August 31, 2020 | 56.15% |
| July 31, 2020 | 56.15% |
| June 30, 2020 | 56.15% |
| May 31, 2020 | 56.15% |
| April 30, 2020 | 56.15% |
| March 31, 2020 | 56.15% |
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
56.15%
Minimum
May 2019
92.84%
Maximum
Apr 2024
71.25%
Average
60.01%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.38 |
| Beta (5Y) | 1.113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.36% |
| Historical Sharpe Ratio (5Y) | -0.1805 |
| Historical Sortino (5Y) | -0.3494 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.43% |