Zscaler Inc (ZS)
177.95
+1.03
(+0.58%)
USD |
NASDAQ |
Apr 24, 11:40
Zscaler Max Drawdown (5Y): 76.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 76.41% |
| February 29, 2024 | 76.41% |
| January 31, 2024 | 76.41% |
| December 31, 2023 | 76.41% |
| November 30, 2023 | 76.41% |
| October 31, 2023 | 76.41% |
| September 30, 2023 | 76.41% |
| August 31, 2023 | 76.41% |
| July 31, 2023 | 76.41% |
| June 30, 2023 | 76.41% |
| May 31, 2023 | 76.41% |
| April 30, 2023 | 75.57% |
| March 31, 2023 | 71.81% |
| February 28, 2023 | 71.81% |
| January 31, 2023 | 71.81% |
| December 31, 2022 | 70.83% |
| November 30, 2022 | 68.48% |
| October 31, 2022 | 65.34% |
| September 30, 2022 | 65.34% |
| August 31, 2022 | 65.34% |
| July 31, 2022 | 65.34% |
| June 30, 2022 | 65.34% |
| May 31, 2022 | 65.34% |
| April 30, 2022 | 55.22% |
| March 31, 2022 | 55.22% |
| Date | Value |
|---|---|
| February 28, 2022 | 55.22% |
| January 31, 2022 | 55.22% |
| December 31, 2021 | 55.22% |
| November 30, 2021 | 55.22% |
| October 31, 2021 | 55.22% |
| September 30, 2021 | 55.22% |
| August 31, 2021 | 55.22% |
| July 31, 2021 | 55.22% |
| June 30, 2021 | 55.22% |
| May 31, 2021 | 55.22% |
| April 30, 2021 | 55.22% |
| March 31, 2021 | 55.22% |
| February 28, 2021 | 55.22% |
| January 31, 2021 | 55.22% |
| December 31, 2020 | 55.22% |
| November 30, 2020 | 55.22% |
| October 31, 2020 | 55.22% |
| September 30, 2020 | 55.22% |
| August 31, 2020 | 55.22% |
| July 31, 2020 | 55.22% |
| June 30, 2020 | 55.22% |
| May 31, 2020 | 55.22% |
| April 30, 2020 | 55.22% |
| March 31, 2020 | 55.22% |
| February 29, 2020 | 53.80% |
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
31.76%
Minimum
Apr 2019
76.41%
Maximum
May 2023
59.55%
Average
55.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SentinelOne Inc | -- |
| Palantir Technologies Inc | -- |
| MongoDB Inc | 76.52% |
| SoundHound AI Inc | -- |
| The Trade Desk Inc | 64.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.633 |
| Beta (5Y) | 0.8035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.93% |
| Historical Sharpe Ratio (5Y) | 0.3358 |
| Historical Sortino (5Y) | 0.6025 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.26% |