z

As of Nov 28, 2024, the z returned 8.63% Year-To-Date and 5.20% of annualized return in the last 10 years.

The table below presents the monthly returns of z, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

The current rank of z is 4, meaning it’s performing worse than 96% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The current z Sharpe ratio is 0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of z with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the z. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current z drawdown is 9.23%.

The chart below shows the rolling one-month volatility.