Zurn Elkay Water Solutions Corp (ZWS)
39.74
+0.39
(+0.99%)
USD |
NYSE |
Nov 22, 11:02
Zurn Elkay Water Solutions Max Drawdown (5Y): 47.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.25% |
| September 30, 2024 | 47.25% |
| August 31, 2024 | 47.25% |
| July 31, 2024 | 47.25% |
| June 30, 2024 | 47.25% |
| May 31, 2024 | 47.25% |
| April 30, 2024 | 47.25% |
| March 31, 2024 | 47.25% |
| February 29, 2024 | 47.25% |
| January 31, 2024 | 47.25% |
| December 31, 2023 | 47.25% |
| November 30, 2023 | 47.25% |
| October 31, 2023 | 47.25% |
| September 30, 2023 | 47.25% |
| August 31, 2023 | 47.25% |
| July 31, 2023 | 47.25% |
| June 30, 2023 | 47.25% |
| May 31, 2023 | 47.25% |
| April 30, 2023 | 47.25% |
| March 31, 2023 | 47.25% |
| February 28, 2023 | 45.68% |
| January 31, 2023 | 45.68% |
| December 31, 2022 | 45.34% |
| November 30, 2022 | 45.34% |
| October 31, 2022 | 45.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.34% |
| August 31, 2022 | 45.34% |
| July 31, 2022 | 45.34% |
| June 30, 2022 | 45.34% |
| May 31, 2022 | 45.34% |
| April 30, 2022 | 45.34% |
| March 31, 2022 | 45.34% |
| February 28, 2022 | 45.34% |
| January 31, 2022 | 45.34% |
| December 31, 2021 | 45.34% |
| November 30, 2021 | 45.34% |
| October 31, 2021 | 45.34% |
| September 30, 2021 | 45.34% |
| August 31, 2021 | 45.34% |
| July 31, 2021 | 45.34% |
| June 30, 2021 | 45.34% |
| May 31, 2021 | 45.34% |
| April 30, 2021 | 45.34% |
| March 31, 2021 | 45.34% |
| February 28, 2021 | 45.34% |
| January 31, 2021 | 50.13% |
| December 31, 2020 | 52.43% |
| November 30, 2020 | 52.43% |
| October 31, 2020 | 52.43% |
| September 30, 2020 | 52.43% |
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
45.34%
Minimum
Feb 2021
52.43%
Maximum
Nov 2019
47.72%
Average
47.25%
Median
Mar 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.381 |
| Beta (5Y) | 1.159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.61% |
| Historical Sharpe Ratio (5Y) | 0.5754 |
| Historical Sortino (5Y) | 0.7882 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.08% |