Liberty Global Ltd (LBTYB)
16.29
0.00 (0.00%)
USD |
NASDAQ |
May 03, 16:00
Liberty Global Max Drawdown (5Y): 71.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.84% |
March 31, 2024 | 71.84% |
February 29, 2024 | 71.84% |
January 31, 2024 | 71.84% |
December 31, 2023 | 71.84% |
November 30, 2023 | 71.84% |
October 31, 2023 | 71.84% |
September 30, 2023 | 71.84% |
August 31, 2023 | 71.84% |
July 31, 2023 | 71.84% |
June 30, 2023 | 71.84% |
May 31, 2023 | 71.84% |
April 30, 2023 | 71.84% |
March 31, 2023 | 71.84% |
February 28, 2023 | 71.84% |
January 31, 2023 | 71.84% |
December 31, 2022 | 71.84% |
November 30, 2022 | 71.84% |
October 31, 2022 | 71.84% |
September 30, 2022 | 71.84% |
August 31, 2022 | 71.84% |
July 31, 2022 | 71.84% |
June 30, 2022 | 71.84% |
May 31, 2022 | 71.84% |
April 30, 2022 | 71.84% |
Date | Value |
---|---|
March 31, 2022 | 71.84% |
February 28, 2022 | 71.84% |
January 31, 2022 | 71.84% |
December 31, 2021 | 71.84% |
November 30, 2021 | 71.84% |
October 31, 2021 | 71.84% |
September 30, 2021 | 71.84% |
August 31, 2021 | 71.84% |
July 31, 2021 | 71.84% |
June 30, 2021 | 71.84% |
May 31, 2021 | 71.84% |
April 30, 2021 | 71.84% |
March 31, 2021 | 71.84% |
February 28, 2021 | 71.84% |
January 31, 2021 | 71.84% |
December 31, 2020 | 71.84% |
November 30, 2020 | 71.84% |
October 31, 2020 | 71.84% |
September 30, 2020 | 71.84% |
August 31, 2020 | 71.84% |
July 31, 2020 | 71.84% |
June 30, 2020 | 71.84% |
May 31, 2020 | 71.84% |
April 30, 2020 | 71.84% |
March 31, 2020 | 71.84% |
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
63.03%
Minimum
May 2019
71.84%
Maximum
Mar 2020
70.44%
Average
71.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vodafone Group PLC | 61.13% |
Pearson PLC | 68.85% |
WPP PLC | 72.87% |
IHS Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.95 |
Beta (5Y) | 0.7223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.45% |
Historical Sharpe Ratio (5Y) | -0.2872 |
Historical Sortino (5Y) | -0.6113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.08% |