Zurn Elkay Water Solutions Corp (ZWS)
32.12
+0.48
(+1.52%)
USD |
NYSE |
May 06, 16:00
32.10
-0.02
(-0.06%)
Pre-Market: 20:00
Zurn Elkay Water Solutions Max Drawdown (5Y): 47.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 45.34% |
December 31, 2020 | 45.34% |
November 30, 2020 | 50.13% |
October 31, 2020 | 52.43% |
September 30, 2020 | 52.43% |
August 31, 2020 | 52.43% |
July 31, 2020 | 52.43% |
June 30, 2020 | 52.43% |
May 31, 2020 | 52.43% |
April 30, 2020 | 52.43% |
March 31, 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
Dec 2020
52.43%
Maximum
May 2019
48.00%
Average
47.25%
Median
Mar 2023
Max Drawdown (5Y) Benchmarks
Casella Waste Systems Inc | 34.96% |
Perma-Fix Environmental Services Inc | 65.61% |
Stericycle Inc | 73.02% |
LanzaTech Global Inc | -- |
Spectaire Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.144 |
Beta (5Y) | 1.229 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.89% |
Historical Sharpe Ratio (5Y) | 0.4673 |
Historical Sortino (5Y) | 0.647 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.11% |