Vodafone Group PLC (VOD)

8.38 0.00 (0.00%) USD  |  NASDAQ  |  Dec 20, 16:00
8.375 0.00 (0.00%) After-Hours: 20:00
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Vodafone Group Max Drawdown (5Y): 61.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Liberty Global Ltd 71.81%
Pearson PLC 70.28%
Alphabet Inc 44.32%
WPP PLC 72.87%
IHS Holding Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.54
Beta (5Y) 0.7676
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.29%
Historical Sharpe Ratio (5Y) -0.3512
Historical Sortino (5Y) -0.5097
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.61%