Nebius Group NV (NBIS)
18.94
0.00 (0.00%)
USD |
NASDAQ |
Sep 20, 16:00
Nebius Group Max Drawdown (5Y): 78.10% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 78.10% |
August 31, 2022 | 78.10% |
Date | Value |
---|---|
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 | 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% |
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
72.96%
Average
78.10%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
VEON Ltd | 92.06% |
Koninklijke KPN NV | 44.65% |
Prosus NV | 69.47% |
Universal Music Group NV | -- |
AFC Ajax NV | 46.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.76 |
Beta (5Y) | 0.8724 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.01% |
Historical Sharpe Ratio (5Y) | -0.371 |
Historical Sortino (5Y) | -0.4116 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.14% |