Zai Lab Ltd (ZLAB)

26.74 +0.52 (+1.98%) USD  |  NASDAQ  |  Dec 20, 16:00
26.75 +0.01 (+0.04%) After-Hours: 20:00
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Zai Lab Max Drawdown (5Y): 92.84% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Dr Reddy's Laboratories Ltd 47.61%
111 Inc 97.95%
Concord Medical Services Holdings Ltd 92.47%
NovoCure Ltd 95.07%
WuXi Biologics (Cayman) Inc 94.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -21.86
Beta (5Y) 0.9895
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 68.27%
Historical Sharpe Ratio (5Y) -0.1266
Historical Sortino (5Y) -0.2524
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.43%