Vodafone Group PLC (VOD)
8.59
-0.07
(-0.81%)
USD |
NASDAQ |
Apr 25, 09:37
Vodafone Group Max Drawdown (5Y): 61.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.13% |
| February 29, 2024 | 61.13% |
| January 31, 2024 | 61.13% |
| December 31, 2023 | 61.13% |
| November 30, 2023 | 61.13% |
| October 31, 2023 | 61.13% |
| September 30, 2023 | 61.13% |
| August 31, 2023 | 62.75% |
| July 31, 2023 | 62.76% |
| June 30, 2023 | 62.76% |
| May 31, 2023 | 62.76% |
| April 30, 2023 | 62.76% |
| March 31, 2023 | 62.76% |
| February 28, 2023 | 62.76% |
| January 31, 2023 | 62.76% |
| December 31, 2022 | 62.76% |
| November 30, 2022 | 62.76% |
| October 31, 2022 | 62.76% |
| September 30, 2022 | 62.76% |
| August 31, 2022 | 62.76% |
| July 31, 2022 | 62.76% |
| June 30, 2022 | 62.76% |
| May 31, 2022 | 62.76% |
| April 30, 2022 | 62.76% |
| March 31, 2022 | 62.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.76% |
| January 31, 2022 | 62.76% |
| December 31, 2021 | 62.76% |
| November 30, 2021 | 62.76% |
| October 31, 2021 | 62.76% |
| September 30, 2021 | 62.76% |
| August 31, 2021 | 62.76% |
| July 31, 2021 | 62.76% |
| June 30, 2021 | 62.76% |
| May 31, 2021 | 62.76% |
| April 30, 2021 | 62.76% |
| March 31, 2021 | 62.76% |
| February 28, 2021 | 62.76% |
| January 31, 2021 | 62.76% |
| December 31, 2020 | 62.76% |
| November 30, 2020 | 62.76% |
| October 31, 2020 | 62.76% |
| September 30, 2020 | 62.76% |
| August 31, 2020 | 62.76% |
| July 31, 2020 | 62.76% |
| June 30, 2020 | 62.76% |
| May 31, 2020 | 62.76% |
| April 30, 2020 | 62.76% |
| March 31, 2020 | 62.76% |
| February 29, 2020 | 62.76% |
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
61.13%
Minimum
Sep 2023
62.76%
Maximum
Apr 2019
62.57%
Average
62.76%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Liberty Global Ltd | 71.81% |
| WPP PLC | 72.87% |
| Pearson PLC | 68.85% |
| Manchester United PLC | 58.06% |
| IHS Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.85 |
| Beta (5Y) | 0.7608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.16% |
| Historical Sharpe Ratio (5Y) | -0.3059 |
| Historical Sortino (5Y) | -0.4321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.61% |