Z Squared, Inc. (ZSQR)
5.66
+0.71
(+14.34%)
USD |
NASDAQ |
Oct 09, 16:00
5.74
+0.08
(+1.41%)
After-Hours: 20:00
Z Squared Max Drawdown (5Y) : 99.04% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 99.04% |
| August 31, 2026 | 98.83% |
| July 31, 2026 | 98.83% |
| June 30, 2026 | 98.83% |
| May 31, 2026 | 98.83% |
| April 30, 2026 | 98.83% |
| March 31, 2026 | 98.83% |
| February 28, 2026 | 98.83% |
| January 31, 2026 | 98.83% |
| December 31, 2025 | 98.83% |
| November 30, 2025 | 98.83% |
| October 31, 2025 | 98.83% |
| September 30, 2025 | 98.83% |
| August 31, 2025 | 98.83% |
| July 31, 2025 | 98.83% |
| June 30, 2025 | 98.83% |
| May 31, 2025 | 98.83% |
| April 30, 2025 | 98.83% |
| March 31, 2025 | 98.83% |
| February 28, 2025 | 98.83% |
| January 31, 2025 | 98.83% |
| December 31, 2024 | 98.83% |
| November 30, 2024 | 98.64% |
| October 31, 2024 | 98.64% |
| September 30, 2024 | 98.64% |
| Date | Value |
|---|---|
| August 31, 2024 | 98.41% |
| July 31, 2024 | 97.98% |
| June 30, 2024 | 97.83% |
| May 31, 2024 | 97.83% |
| April 30, 2024 | 97.53% |
| March 31, 2024 | 97.51% |
| February 29, 2024 | 97.24% |
| January 31, 2024 | 95.48% |
| December 31, 2023 | 93.72% |
| November 30, 2023 | 93.14% |
| October 31, 2023 | 93.14% |
| September 30, 2023 | 93.14% |
| August 31, 2023 | 93.14% |
| July 31, 2023 | 91.38% |
| June 30, 2023 | 91.38% |
| May 31, 2023 | 91.38% |
| April 30, 2023 | 91.38% |
| March 31, 2023 | 91.38% |
| February 28, 2023 | 91.38% |
| January 31, 2023 | 91.38% |
| December 31, 2022 | 91.38% |
| November 30, 2022 | 85.52% |
| October 31, 2022 | 45.61% |
| September 30, 2022 | 9.12% |
| August 31, 2022 | 9.12% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| LiveRamp Holdings, Inc. | 81.83% |
| Riot Platforms, Inc. | 95.78% |
| PAR Technology Corp. | 86.05% |
| MGT Capital Investments, Inc. | 100.00% |
| Workday, Inc. | 63.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.71 |
| Beta (5Y) | -0.2938 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.6% |
| Historical Sharpe Ratio (5Y) | -0.4942 |
| Historical Sortino (5Y) | -0.977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.85% |