ZTO Express (Cayman) Inc (ZTO)
19.15
-0.33
(-1.69%)
USD |
NYSE |
Apr 03, 13:13
ZTO Express Max Drawdown (5Y): 57.05% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.101 |
| Beta (5Y) | -0.0271 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.66% |
| Historical Sharpe Ratio (5Y) | -0.169 |
| Historical Sortino (5Y) | -0.3164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.56% |