Liberty Global Ltd (LBTYK)
17.28
+0.24
(+1.41%)
USD |
NASDAQ |
Apr 23, 16:00
17.27
-0.01
(-0.06%)
Pre-Market: 20:00
Liberty Global Max Drawdown (5Y): 70.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 70.90% |
February 29, 2024 | 70.90% |
January 31, 2024 | 70.90% |
December 31, 2023 | 70.90% |
November 30, 2023 | 70.90% |
October 31, 2023 | 70.90% |
September 30, 2023 | 70.90% |
August 31, 2023 | 70.90% |
July 31, 2023 | 70.90% |
June 30, 2023 | 70.90% |
May 31, 2023 | 70.90% |
April 30, 2023 | 70.90% |
March 31, 2023 | 70.90% |
February 28, 2023 | 70.90% |
January 31, 2023 | 70.90% |
December 31, 2022 | 70.90% |
November 30, 2022 | 70.90% |
October 31, 2022 | 70.90% |
September 30, 2022 | 70.90% |
August 31, 2022 | 70.90% |
July 31, 2022 | 70.90% |
June 30, 2022 | 70.90% |
May 31, 2022 | 70.90% |
April 30, 2022 | 70.90% |
March 31, 2022 | 70.90% |
Date | Value |
---|---|
February 28, 2022 | 70.90% |
January 31, 2022 | 70.90% |
December 31, 2021 | 70.90% |
November 30, 2021 | 70.90% |
October 31, 2021 | 70.90% |
September 30, 2021 | 70.90% |
August 31, 2021 | 70.90% |
July 31, 2021 | 70.90% |
June 30, 2021 | 70.90% |
May 31, 2021 | 70.90% |
April 30, 2021 | 70.90% |
March 31, 2021 | 70.90% |
February 28, 2021 | 70.90% |
January 31, 2021 | 70.90% |
December 31, 2020 | 70.90% |
November 30, 2020 | 70.90% |
October 31, 2020 | 70.90% |
September 30, 2020 | 70.90% |
August 31, 2020 | 70.90% |
July 31, 2020 | 70.90% |
June 30, 2020 | 70.90% |
May 31, 2020 | 70.90% |
April 30, 2020 | 70.90% |
March 31, 2020 | 70.90% |
February 29, 2020 | 63.33% |
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
61.43%
Minimum
Apr 2019
70.90%
Maximum
Mar 2020
69.21%
Average
70.90%
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) | -22.86 |
Beta (5Y) | 1.128 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.77% |
Historical Sharpe Ratio (5Y) | -0.2732 |
Historical Sortino (5Y) | -0.4833 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.87% |