Zuora Inc (ZUO)
10.04
+0.28
(+2.92%)
USD |
NYSE |
Apr 24, 16:00
10.04
0.00 (0.00%)
After-Hours: 19:26
Zuora Max Drawdown (5Y): 84.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.90% |
| February 29, 2024 | 84.90% |
| January 31, 2024 | 84.90% |
| December 31, 2023 | 84.90% |
| November 30, 2023 | 84.90% |
| October 31, 2023 | 84.90% |
| September 30, 2023 | 84.90% |
| August 31, 2023 | 84.90% |
| July 31, 2023 | 84.90% |
| June 30, 2023 | 84.90% |
| May 31, 2023 | 84.90% |
| April 30, 2023 | 84.90% |
| March 31, 2023 | 84.90% |
| February 28, 2023 | 84.90% |
| January 31, 2023 | 84.90% |
| December 31, 2022 | 84.90% |
| November 30, 2022 | 82.29% |
| October 31, 2022 | 82.29% |
| September 30, 2022 | 80.80% |
| August 31, 2022 | 80.61% |
| July 31, 2022 | 80.61% |
| June 30, 2022 | 80.61% |
| May 31, 2022 | 80.61% |
| April 30, 2022 | 80.61% |
| March 31, 2022 | 80.61% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.61% |
| January 31, 2022 | 80.61% |
| December 31, 2021 | 80.61% |
| November 30, 2021 | 80.61% |
| October 31, 2021 | 80.61% |
| September 30, 2021 | 80.61% |
| August 31, 2021 | 80.61% |
| July 31, 2021 | 80.61% |
| June 30, 2021 | 80.61% |
| May 31, 2021 | 80.61% |
| April 30, 2021 | 80.61% |
| March 31, 2021 | 80.61% |
| February 28, 2021 | 80.61% |
| January 31, 2021 | 80.61% |
| December 31, 2020 | 80.61% |
| November 30, 2020 | 80.61% |
| October 31, 2020 | 80.61% |
| September 30, 2020 | 80.61% |
| August 31, 2020 | 80.61% |
| July 31, 2020 | 80.61% |
| June 30, 2020 | 80.61% |
| May 31, 2020 | 80.61% |
| April 30, 2020 | 80.61% |
| March 31, 2020 | 80.61% |
| February 29, 2020 | 64.55% |
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
56.65%
Minimum
Apr 2019
84.90%
Maximum
Dec 2022
78.66%
Average
80.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Intuit Inc | 49.01% |
| Paylocity Holding Corp | 53.59% |
| Autodesk Inc | 51.99% |
| eGain Corp | 71.87% |
| Workday Inc | 55.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.41 |
| Beta (5Y) | 1.904 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.88% |
| Historical Sharpe Ratio (5Y) | -0.3017 |
| Historical Sortino (5Y) | -0.509 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.98% |