Zalando SE (ZLNDY)
13.03
-0.61
(-4.47%)
USD |
OTCM |
Apr 30, 15:59
Zalando Max Drawdown (5Y): 85.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 85.80% |
| February 29, 2024 | 85.80% |
| January 31, 2024 | 85.80% |
| December 31, 2023 | 84.85% |
| November 30, 2023 | 84.85% |
| October 31, 2023 | 84.85% |
| September 30, 2023 | 84.85% |
| August 31, 2023 | 84.85% |
| July 31, 2023 | 84.85% |
| June 30, 2023 | 84.85% |
| May 31, 2023 | 84.85% |
| April 30, 2023 | 84.85% |
| March 31, 2023 | 84.85% |
| February 28, 2023 | 84.85% |
| January 31, 2023 | 84.85% |
| December 31, 2022 | 84.85% |
| November 30, 2022 | 84.85% |
| October 31, 2022 | 84.85% |
| September 30, 2022 | 84.85% |
| August 31, 2022 | 81.48% |
| July 31, 2022 | 80.14% |
| June 30, 2022 | 80.14% |
| May 31, 2022 | 73.41% |
| April 30, 2022 | 69.29% |
| March 31, 2022 | 61.48% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.70% |
| January 31, 2022 | 58.70% |
| December 31, 2021 | 58.70% |
| November 30, 2021 | 58.70% |
| October 31, 2021 | 58.70% |
| September 30, 2021 | 58.70% |
| August 31, 2021 | 58.70% |
| July 31, 2021 | 58.70% |
| June 30, 2021 | 58.70% |
| May 31, 2021 | 58.70% |
| April 30, 2021 | 58.70% |
| March 31, 2021 | 58.70% |
| February 28, 2021 | 58.70% |
| January 31, 2021 | 58.70% |
| December 31, 2020 | 58.70% |
| November 30, 2020 | 58.70% |
| October 31, 2020 | 58.70% |
| September 30, 2020 | 58.70% |
| August 31, 2020 | 58.70% |
| July 31, 2020 | 58.70% |
| June 30, 2020 | 58.70% |
| May 31, 2020 | 58.70% |
| April 30, 2020 | 58.70% |
| March 31, 2020 | 58.70% |
| February 29, 2020 | 58.70% |
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
58.70%
Minimum
Apr 2019
85.80%
Maximum
Jan 2024
68.59%
Average
58.70%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| CBD Of Denver Inc | 99.38% |
| Volkswagen AG | 66.84% |
| Jumia Technologies AG | 96.50% |
| MYT Netherlands Parent BV | -- |
| Next e GO NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.48 |
| Beta (5Y) | 1.789 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.00% |
| Historical Sharpe Ratio (5Y) | -0.145 |
| Historical Sortino (5Y) | -0.2617 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.46% |