Zoetis Inc (ZTS)
176.71
+1.04
(+0.59%)
USD |
NYSE |
Nov 21, 16:00
176.71
0.00 (0.00%)
After-Hours: 20:00
Zoetis Max Drawdown (5Y): 46.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.52% |
| September 30, 2024 | 46.52% |
| August 31, 2024 | 46.52% |
| July 31, 2024 | 46.52% |
| June 30, 2024 | 46.52% |
| May 31, 2024 | 46.52% |
| April 30, 2024 | 46.52% |
| March 31, 2024 | 46.52% |
| February 29, 2024 | 46.52% |
| January 31, 2024 | 46.52% |
| December 31, 2023 | 46.52% |
| November 30, 2023 | 46.52% |
| October 31, 2023 | 46.52% |
| September 30, 2023 | 46.52% |
| August 31, 2023 | 46.52% |
| July 31, 2023 | 46.52% |
| June 30, 2023 | 46.52% |
| May 31, 2023 | 46.52% |
| April 30, 2023 | 46.52% |
| March 31, 2023 | 46.52% |
| February 28, 2023 | 46.52% |
| January 31, 2023 | 46.52% |
| December 31, 2022 | 46.52% |
| November 30, 2022 | 46.52% |
| October 31, 2022 | 41.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.66% |
| August 31, 2022 | 36.65% |
| July 31, 2022 | 36.65% |
| June 30, 2022 | 36.65% |
| May 31, 2022 | 36.07% |
| April 30, 2022 | 36.07% |
| March 31, 2022 | 36.07% |
| February 28, 2022 | 36.07% |
| January 31, 2022 | 36.07% |
| December 31, 2021 | 36.07% |
| November 30, 2021 | 36.07% |
| October 31, 2021 | 36.07% |
| September 30, 2021 | 36.07% |
| August 31, 2021 | 36.07% |
| July 31, 2021 | 36.07% |
| June 30, 2021 | 36.07% |
| May 31, 2021 | 36.07% |
| April 30, 2021 | 36.07% |
| March 31, 2021 | 36.07% |
| February 28, 2021 | 36.07% |
| January 31, 2021 | 36.07% |
| December 31, 2020 | 36.07% |
| November 30, 2020 | 36.07% |
| October 31, 2020 | 36.07% |
| September 30, 2020 | 36.07% |
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
28.58%
Minimum
Nov 2019
46.52%
Maximum
Nov 2022
39.93%
Average
36.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| Regeneron Pharmaceuticals Inc | 47.49% |
| Vertex Pharmaceuticals Inc | 41.60% |
| Alnylam Pharmaceuticals Inc | 42.46% |
| Biomarin Pharmaceutical Inc | 52.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.203 |
| Beta (5Y) | 0.8960 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.17% |
| Historical Sharpe Ratio (5Y) | 0.2049 |
| Historical Sortino (5Y) | 0.3029 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.66% |