Zuora Inc (ZUO)
9.90
0.00 (0.00%)
USD |
NYSE |
Nov 21, 16:00
9.88
-0.02
(-0.20%)
Pre-Market: 20:00
Zuora Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Global Business Travel Group Inc | -- |
Workiva Inc | 62.73% |
BlackLine Inc | 70.91% |
Workday Inc | 55.92% |
Paylocity Holding Corp | 56.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.30 |
Beta (5Y) | 1.697 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.20% |
Historical Sharpe Ratio (5Y) | -0.1765 |
Historical Sortino (5Y) | -0.3076 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.64% |