ZTO Express (Cayman) Inc (ZTO)
20.54
-0.86
(-4.00%)
USD |
NYSE |
May 07, 16:00
20.54
0.00 (0.00%)
After-Hours: 20:00
ZTO Express Max Drawdown (5Y): 57.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 45.23% |
| June 30, 2022 | 45.23% |
| May 31, 2022 | 45.23% |
| April 30, 2022 | 45.23% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 33.90% |
| July 31, 2020 | 33.90% |
| June 30, 2020 | 33.90% |
| May 31, 2020 | 33.90% |
| April 30, 2020 | 33.90% |
| March 31, 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
42.19%
Average
33.90%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Kanzhun Ltd | -- |
| CBAK Energy Technology Inc | 93.42% |
| Hollysys Automation Technologies Ltd | 63.54% |
| Antelope Enterprise Holdings Ltd | 99.36% |
| Addentax Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.070 |
| Beta (5Y) | -0.0544 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.74% |
| Historical Sharpe Ratio (5Y) | 0.0126 |
| Historical Sortino (5Y) | 0.0233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.90% |