Yandex NV (YNDX)
18.94
0.00 (0.00%)
USD |
NASDAQ |
Apr 30, 16:00
Yandex Max Drawdown (5Y): 78.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.10% |
| March 31, 2024 | 78.10% |
| February 29, 2024 | 78.10% |
| January 31, 2024 | 78.10% |
| December 31, 2023 | 78.10% |
| November 30, 2023 | 78.10% |
| October 31, 2023 | 78.10% |
| September 30, 2023 | 78.10% |
| August 31, 2023 | 78.10% |
| July 31, 2023 | 78.10% |
| June 30, 2023 | 78.10% |
| May 31, 2023 | 78.10% |
| April 30, 2023 | 78.10% |
| March 31, 2023 | 78.10% |
| February 28, 2023 | 78.10% |
| January 31, 2023 | 78.10% |
| December 31, 2022 | 78.10% |
| November 30, 2022 | 78.10% |
| October 31, 2022 | 78.10% |
| September 30, 2022 | 78.10% |
| August 31, 2022 | 78.10% |
| July 31, 2022 | 78.10% |
| June 30, 2022 | 78.10% |
| May 31, 2022 | 78.10% |
| April 30, 2022 | 78.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.10% |
| February 28, 2022 | 78.10% |
| January 31, 2022 | 51.29% |
| December 31, 2021 | 51.00% |
| November 30, 2021 | 51.00% |
| October 31, 2021 | 53.80% |
| September 30, 2021 | 58.34% |
| August 31, 2021 | 60.18% |
| July 31, 2021 | 60.18% |
| June 30, 2021 | 60.18% |
| May 31, 2021 | 60.18% |
| April 30, 2021 | 60.18% |
| March 31, 2021 | 60.18% |
| February 28, 2021 | 60.18% |
| January 31, 2021 | 65.97% |
| December 31, 2020 | 69.18% |
| November 30, 2020 | 71.73% |
| October 31, 2020 | 73.32% |
| September 30, 2020 | 73.32% |
| August 31, 2020 | 73.32% |
| July 31, 2020 | 73.32% |
| June 30, 2020 | 76.71% |
| May 31, 2020 | 76.98% |
| April 30, 2020 | 76.98% |
| March 31, 2020 | 76.98% |
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
51.00%
Minimum
Nov 2021
78.10%
Maximum
Feb 2022
72.88%
Average
76.98%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| VEON Ltd | 92.06% |
| Koninklijke KPN NV | 44.65% |
| Prosus NV | -- |
| Universal Music Group NV | -- |
| AFC Ajax NV | 46.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.56 |
| Beta (5Y) | 0.8772 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.62% |
| Historical Sharpe Ratio (5Y) | -0.364 |
| Historical Sortino (5Y) | -0.4008 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.29% |