VEON Ltd (VEON)
30.20
+0.20
(+0.67%)
USD |
NASDAQ |
Sep 20, 16:00
30.10
-0.10
(-0.33%)
After-Hours: 20:00
VEON Max Drawdown (5Y): 92.06% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 92.06% |
| July 31, 2024 | 92.06% |
| June 30, 2024 | 92.06% |
| May 31, 2024 | 92.06% |
| April 30, 2024 | 92.06% |
| March 31, 2024 | 92.06% |
| February 29, 2024 | 92.06% |
| January 31, 2024 | 92.06% |
| December 31, 2023 | 92.06% |
| November 30, 2023 | 92.06% |
| October 31, 2023 | 92.06% |
| September 30, 2023 | 92.06% |
| August 31, 2023 | 92.06% |
| July 31, 2023 | 92.06% |
| June 30, 2023 | 92.06% |
| May 31, 2023 | 92.06% |
| April 30, 2023 | 92.06% |
| March 31, 2023 | 92.06% |
| February 28, 2023 | 92.06% |
| January 31, 2023 | 92.06% |
| December 31, 2022 | 92.06% |
| November 30, 2022 | 92.06% |
| October 31, 2022 | 92.06% |
| September 30, 2022 | 92.06% |
| August 31, 2022 | 92.06% |
| Date | Value |
|---|---|
| July 31, 2022 | 92.06% |
| June 30, 2022 | 92.06% |
| May 31, 2022 | 92.06% |
| April 30, 2022 | 92.06% |
| March 31, 2022 | 92.06% |
| February 28, 2022 | 84.44% |
| January 31, 2022 | 81.65% |
| December 31, 2021 | 81.65% |
| November 30, 2021 | 81.65% |
| October 31, 2021 | 81.65% |
| September 30, 2021 | 81.65% |
| August 31, 2021 | 81.65% |
| July 31, 2021 | 81.65% |
| June 30, 2021 | 81.65% |
| May 31, 2021 | 81.65% |
| April 30, 2021 | 81.65% |
| March 31, 2021 | 81.65% |
| February 28, 2021 | 81.65% |
| January 31, 2021 | 81.65% |
| December 31, 2020 | 81.65% |
| November 30, 2020 | 81.65% |
| October 31, 2020 | 81.65% |
| September 30, 2020 | 81.65% |
| August 31, 2020 | 81.65% |
| July 31, 2020 | 81.65% |
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
81.65%
Minimum
Sep 2019
92.06%
Maximum
Mar 2022
86.90%
Average
88.25%
Median
Max Drawdown (5Y) Benchmarks
| Nebius Group NV | 78.10% |
| 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) | -38.82 |
| Beta (5Y) | 1.558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.10% |
| Historical Sharpe Ratio (5Y) | -0.2779 |
| Historical Sortino (5Y) | -0.3994 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.72% |