Zuora Inc (ZUO)
9.89
-0.01
(-0.10%)
USD |
NYSE |
Nov 04, 16:00
9.89
0.00 (0.00%)
After-Hours: 20:00
Zuora Max Drawdown (5Y): 84.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.90% |
| September 30, 2024 | 84.90% |
| August 31, 2024 | 84.90% |
| July 31, 2024 | 84.90% |
| June 30, 2024 | 84.90% |
| May 31, 2024 | 84.90% |
| April 30, 2024 | 84.90% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
64.25%
Minimum
Nov 2019
84.90%
Maximum
Dec 2022
81.23%
Average
80.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Global Business Travel Group Inc | -- |
| BlackLine Inc | 70.91% |
| Workday Inc | 55.92% |
| Paylocity Holding Corp | 56.88% |
| Workiva Inc | 62.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.30 |
| Beta (5Y) | 1.698 |
| 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% |