Zumiez Inc (ZUMZ)
17.12
-0.08
(-0.47%)
USD |
NASDAQ |
May 01, 16:00
17.12
0.00 (0.00%)
After-Hours: 20:00
Zumiez Max Drawdown (5Y): 75.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 72.34% |
| July 31, 2020 | 72.34% |
| June 30, 2020 | 72.34% |
| May 31, 2020 | 72.34% |
| April 30, 2020 | 72.34% |
| March 31, 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
71.36%
Average
72.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| LSEB Creative Corp | -- |
| American Eagle Outfitters Inc | 75.65% |
| Abercrombie & Fitch Co | 72.39% |
| Gap Inc | 83.18% |
| Children's Place Inc | 93.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.86 |
| Beta (5Y) | 1.385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.12% |
| Historical Sharpe Ratio (5Y) | -0.2165 |
| Historical Sortino (5Y) | -0.3687 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.49% |