Zumiez Inc (ZUMZ)
22.00
+0.53
(+2.47%)
USD |
NASDAQ |
Nov 21, 16:00
22.04
+0.04
(+0.16%)
After-Hours: 20:00
Zumiez Max Drawdown (5Y): 75.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 75.62% |
September 30, 2024 | 75.62% |
August 31, 2024 | 75.62% |
July 31, 2024 | 75.62% |
June 30, 2024 | 75.62% |
May 31, 2024 | 75.62% |
April 30, 2024 | 75.62% |
March 31, 2024 | 75.62% |
February 29, 2024 | 75.20% |
January 31, 2024 | 75.20% |
December 31, 2023 | 75.20% |
November 30, 2023 | 75.20% |
October 31, 2023 | 75.20% |
September 30, 2023 | 75.20% |
August 31, 2023 | 75.20% |
July 31, 2023 | 75.20% |
June 30, 2023 | 75.20% |
May 31, 2023 | 70.97% |
April 30, 2023 | 69.45% |
March 31, 2023 | 68.50% |
February 28, 2023 | 64.80% |
January 31, 2023 | 64.80% |
December 31, 2022 | 64.80% |
November 30, 2022 | 62.55% |
October 31, 2022 | 62.55% |
Date | Value |
---|---|
September 30, 2022 | 60.59% |
August 31, 2022 | 59.06% |
July 31, 2022 | 59.06% |
June 30, 2022 | 69.69% |
May 31, 2022 | 72.34% |
April 30, 2022 | 72.34% |
March 31, 2022 | 72.34% |
February 28, 2022 | 72.34% |
January 31, 2022 | 72.34% |
December 31, 2021 | 72.34% |
November 30, 2021 | 72.34% |
October 31, 2021 | 72.34% |
September 30, 2021 | 72.34% |
August 31, 2021 | 72.34% |
July 31, 2021 | 72.34% |
June 30, 2021 | 72.34% |
May 31, 2021 | 72.34% |
April 30, 2021 | 72.34% |
March 31, 2021 | 72.34% |
February 28, 2021 | 72.34% |
January 31, 2021 | 72.34% |
December 31, 2020 | 72.34% |
November 30, 2020 | 72.34% |
October 31, 2020 | 72.34% |
September 30, 2020 | 72.34% |
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
59.06%
Minimum
Jul 2022
75.62%
Maximum
Mar 2024
71.69%
Average
72.34%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Abercrombie & Fitch Co | 72.39% |
LSEB Creative Corp | -- |
American Eagle Outfitters Inc | 75.65% |
Urban Outfitters Inc | 73.80% |
Gap Inc | 84.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.70 |
Beta (5Y) | 1.236 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.65% |
Historical Sharpe Ratio (5Y) | -0.2208 |
Historical Sortino (5Y) | -0.3696 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.40% |