ZTO Express (Cayman), Inc. (ZTO)
19.71
+0.21
(+1.08%)
USD |
NYSE |
Oct 05, 16:00
19.71
0.00 (0.00%)
After-Hours: 18:07
ZTO Express Max Drawdown (5Y) : 57.05% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 57.05% |
| August 31, 2026 | 57.05% |
| July 31, 2026 | 57.05% |
| June 30, 2026 | 57.05% |
| May 31, 2026 | 57.05% |
| April 30, 2026 | 57.05% |
| March 31, 2026 | 57.05% |
| February 28, 2026 | 57.05% |
| January 31, 2026 | 57.05% |
| December 31, 2025 | 57.05% |
| November 30, 2025 | 57.05% |
| October 31, 2025 | 57.05% |
| September 30, 2025 | 57.05% |
| August 31, 2025 | 57.05% |
| July 31, 2025 | 57.05% |
| June 30, 2025 | 57.05% |
| May 31, 2025 | 57.05% |
| April 30, 2025 | 57.05% |
| March 31, 2025 | 57.05% |
| February 28, 2025 | 57.05% |
| January 31, 2025 | 57.05% |
| December 31, 2024 | 57.05% |
| November 30, 2024 | 57.05% |
| October 31, 2024 | 57.05% |
| September 30, 2024 | 57.05% |
| Date | Value |
|---|---|
| August 31, 2024 | 57.05% |
| July 31, 2024 | 57.05% |
| June 30, 2024 | 57.05% |
| May 31, 2024 | 57.05% |
| April 30, 2024 | 57.05% |
| March 31, 2024 | 57.05% |
| February 29, 2024 | 57.05% |
| January 31, 2024 | 56.30% |
| December 31, 2023 | 55.71% |
| November 30, 2023 | 55.71% |
| October 31, 2023 | 55.71% |
| September 30, 2023 | 55.71% |
| August 31, 2023 | 55.71% |
| July 31, 2023 | 55.71% |
| June 30, 2023 | 55.71% |
| May 31, 2023 | 55.71% |
| April 30, 2023 | 55.71% |
| March 31, 2023 | 55.71% |
| February 28, 2023 | 55.71% |
| January 31, 2023 | 55.71% |
| December 31, 2022 | 55.71% |
| November 30, 2022 | 55.71% |
| October 31, 2022 | 55.71% |
| September 30, 2022 | 45.23% |
| August 31, 2022 | 45.23% |
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
| Addentax Group Corp. | -- |
| Capital A Bhd. | 93.10% |
| AZ-COM Maruwa Holdings, Inc. | -- |
| GXO Logistics, Inc. | 69.56% |
| A-Sonic Aerospace Ltd. | 57.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.374 |
| Beta (5Y) | -0.1933 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.36% |
| Historical Sharpe Ratio (5Y) | -0.2915 |
| Historical Sortino (5Y) | -0.5101 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |