ZTO Express (Cayman) Inc (ZTO)

19.83 +0.11 (+0.56%) USD  |  NYSE  |  Dec 20, 16:00
19.83 0.00 (0.00%) After-Hours: 20:00
More

ZTO Express Max Drawdown (5Y): 57.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ZTO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
CBAK Energy Technology Inc 93.42%
Addentax Group Corp --
NiSun International Enterprise Development Group Co Ltd 99.09%
EHang Holdings Ltd 97.07%
MingZhu Logistics Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.116
Beta (5Y) -0.1344
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.45%
Historical Sharpe Ratio (5Y) -0.0738
Historical Sortino (5Y) -0.1402
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.93%