ZTO Express (Cayman) Inc (ZTO)
22.90
+0.20
(+0.90%)
USD |
NYSE |
Nov 07, 09:41
ZTO Express Max Drawdown (5Y): 57.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.05% |
| September 30, 2024 | 57.05% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.23% |
| August 31, 2022 | 45.23% |
| July 31, 2022 | 45.23% |
| June 30, 2022 | 45.23% |
| May 31, 2022 | 45.23% |
| April 30, 2022 | 45.23% |
| March 31, 2022 | 45.23% |
| February 28, 2022 | 33.35% |
| January 31, 2022 | 33.35% |
| December 31, 2021 | 33.90% |
| November 30, 2021 | 33.90% |
| October 31, 2021 | 33.90% |
| September 30, 2021 | 33.90% |
| August 31, 2021 | 33.90% |
| July 31, 2021 | 33.90% |
| June 30, 2021 | 33.90% |
| May 31, 2021 | 33.90% |
| April 30, 2021 | 33.90% |
| March 31, 2021 | 33.90% |
| February 28, 2021 | 33.90% |
| January 31, 2021 | 33.90% |
| December 31, 2020 | 33.90% |
| November 30, 2020 | 33.90% |
| October 31, 2020 | 33.90% |
| September 30, 2020 | 33.90% |
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
33.35%
Minimum
Jan 2022
57.05%
Maximum
Feb 2024
44.50%
Average
45.23%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.572 |
| Beta (5Y) | -0.0891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.63% |
| Historical Sharpe Ratio (5Y) | 0.0109 |
| Historical Sortino (5Y) | 0.0212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.00% |