Zoom Video Communications Inc (ZM)
81.28
+2.42
(+3.07%)
USD |
NASDAQ |
Nov 21, 14:59
Zoom Video Communications Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Snowflake Inc | -- |
| Synopsys Inc | 34.25% |
| Microsoft Corp | 37.14% |
| Five9 Inc | 87.13% |
| 8x8 Inc | 95.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3928 |
| Beta (5Y) | -0.0480 |
| 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% |