Zoom Video Communications Inc (ZM)
75.60
+0.86
(+1.15%)
USD |
NASDAQ |
Nov 01, 16:00
75.60
0.00 (0.00%)
After-Hours: 20:00
Zoom Video Communications Max Drawdown (5Y): 90.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.27% |
| September 30, 2024 | 90.27% |
| August 31, 2024 | 90.27% |
| July 31, 2024 | 90.15% |
| June 30, 2024 | 90.11% |
| May 31, 2024 | 89.60% |
| April 30, 2024 | 89.60% |
| March 31, 2024 | 89.57% |
| February 29, 2024 | 89.57% |
| January 31, 2024 | 89.57% |
| December 31, 2023 | 89.57% |
| November 30, 2023 | 89.57% |
| October 31, 2023 | 89.57% |
| September 30, 2023 | 89.30% |
| August 31, 2023 | 89.30% |
| July 31, 2023 | 89.30% |
| June 30, 2023 | 89.30% |
| May 31, 2023 | 89.30% |
| April 30, 2023 | 89.22% |
| March 31, 2023 | 88.50% |
| February 28, 2023 | 88.50% |
| January 31, 2023 | 88.50% |
| December 31, 2022 | 88.50% |
| November 30, 2022 | 87.58% |
| October 31, 2022 | 87.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.10% |
| August 31, 2022 | 85.85% |
| July 31, 2022 | 85.10% |
| June 30, 2022 | 85.10% |
| May 31, 2022 | 85.10% |
| April 30, 2022 | 83.35% |
| March 31, 2022 | 83.35% |
| February 28, 2022 | 78.87% |
| January 31, 2022 | 75.93% |
| December 31, 2021 | 68.01% |
| November 30, 2021 | 63.64% |
| October 31, 2021 | 55.37% |
| September 30, 2021 | 54.71% |
| August 31, 2021 | 49.24% |
| July 31, 2021 | 49.24% |
| June 30, 2021 | 49.24% |
| May 31, 2021 | 49.24% |
| April 30, 2021 | 45.74% |
| March 31, 2021 | 45.74% |
| February 28, 2021 | 40.65% |
| January 31, 2021 | 40.65% |
| December 31, 2020 | 40.65% |
| November 30, 2020 | 39.67% |
| October 31, 2020 | 39.67% |
| September 30, 2020 | 39.67% |
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
39.67%
Minimum
Nov 2019
90.27%
Maximum
Aug 2024
69.16%
Average
84.22%
Median
Max Drawdown (5Y) Benchmarks
| Snowflake Inc | -- |
| Microsoft Corp | 37.14% |
| Synopsys Inc | 34.25% |
| Five9 Inc | 87.13% |
| Workday Inc | 55.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3928 |
| Beta (5Y) | -0.048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.12% |
| Historical Sharpe Ratio (5Y) | -0.0171 |
| Historical Sortino (5Y) | -0.0377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.86% |