Zscaler Inc (ZS)
207.38
+6.44
(+3.20%)
USD |
NASDAQ |
Nov 21, 16:00
206.41
-0.97
(-0.47%)
After-Hours: 20:00
Zscaler 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
| GitLab Inc | -- |
| SentinelOne Inc | -- |
| AppLovin Corp | -- |
| The Trade Desk Inc | 64.27% |
| MongoDB Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.75 |
| Beta (5Y) | 0.8184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.59% |
| Historical Sharpe Ratio (5Y) | 0.5263 |
| Historical Sortino (5Y) | 1.017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.23% |