Nebius Group NV (NBIS)
22.00
+1.42
(+6.90%)
USD |
NASDAQ |
Nov 21, 16:00
21.90
-0.10
(-0.45%)
Pre-Market: 08:47
Nebius Group Max Drawdown (5Y): 80.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.16% |
| September 30, 2024 | 78.10% |
| August 31, 2024 | 78.10% |
| July 31, 2024 | 78.10% |
| June 30, 2024 | 78.10% |
| May 31, 2024 | 78.10% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 78.10% |
| February 28, 2022 | 78.10% |
| January 31, 2022 | 51.29% |
| December 31, 2021 | 53.80% |
| November 30, 2021 | 58.34% |
| October 31, 2021 | 60.18% |
| September 30, 2021 | 60.18% |
| 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 | 65.97% |
| February 28, 2021 | 70.78% |
| January 31, 2021 | 71.73% |
| December 31, 2020 | 73.32% |
| November 30, 2020 | 73.32% |
| October 31, 2020 | 73.32% |
| September 30, 2020 | 73.32% |
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
51.29%
Minimum
Jan 2022
80.16%
Maximum
Oct 2024
73.92%
Average
78.10%
Median
Feb 2022
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) | -21.94 |
| Beta (5Y) | 0.8558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.43% |
| Historical Sharpe Ratio (5Y) | -0.2834 |
| Historical Sortino (5Y) | -0.3067 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.14% |