Verizon Communications Inc (VZ)
38.82
-0.11
(-0.28%)
USD |
NYSE |
May 03, 15:06
Verizon Communications Max Drawdown (5Y): 41.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.16% |
| March 31, 2024 | 41.16% |
| February 29, 2024 | 41.16% |
| January 31, 2024 | 41.16% |
| December 31, 2023 | 41.16% |
| November 30, 2023 | 41.16% |
| October 31, 2023 | 41.16% |
| September 30, 2023 | 40.92% |
| August 31, 2023 | 40.92% |
| July 31, 2023 | 40.92% |
| June 30, 2023 | 36.85% |
| May 31, 2023 | 36.85% |
| April 30, 2023 | 36.85% |
| March 31, 2023 | 36.85% |
| February 28, 2023 | 36.85% |
| January 31, 2023 | 36.85% |
| December 31, 2022 | 36.85% |
| November 30, 2022 | 36.85% |
| October 31, 2022 | 36.85% |
| September 30, 2022 | 33.32% |
| August 31, 2022 | 26.58% |
| July 31, 2022 | 21.94% |
| June 30, 2022 | 19.83% |
| May 31, 2022 | 19.83% |
| April 30, 2022 | 20.08% |
| Date | Value |
|---|---|
| March 31, 2022 | 20.08% |
| February 28, 2022 | 20.08% |
| January 31, 2022 | 20.08% |
| December 31, 2021 | 20.08% |
| November 30, 2021 | 20.08% |
| October 31, 2021 | 20.08% |
| September 30, 2021 | 20.08% |
| August 31, 2021 | 20.08% |
| July 31, 2021 | 20.08% |
| June 30, 2021 | 20.08% |
| May 31, 2021 | 20.08% |
| April 30, 2021 | 20.08% |
| March 31, 2021 | 20.08% |
| February 28, 2021 | 20.08% |
| January 31, 2021 | 20.08% |
| December 31, 2020 | 20.08% |
| November 30, 2020 | 20.08% |
| October 31, 2020 | 20.08% |
| September 30, 2020 | 20.08% |
| August 31, 2020 | 20.08% |
| July 31, 2020 | 20.08% |
| June 30, 2020 | 20.08% |
| May 31, 2020 | 20.08% |
| April 30, 2020 | 20.08% |
| March 31, 2020 | 20.08% |
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
19.83%
Minimum
May 2022
41.16%
Maximum
Oct 2023
26.45%
Average
20.08%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Meta Platforms Inc | 76.74% |
| Alphabet Inc | 44.32% |
| Netflix Inc | 75.95% |
| The Walt Disney Co | 60.72% |
| Comcast Corp | 52.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.791 |
| Beta (5Y) | 0.4202 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.67% |
| Historical Sharpe Ratio (5Y) | -0.2201 |
| Historical Sortino (5Y) | -0.3737 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.92% |