Verizon Communications Inc (VZ)
42.22
+0.29
(+0.69%)
USD |
NYSE |
Nov 20, 16:00
42.21
-0.01
(-0.02%)
Pre-Market: 08:55
Verizon Communications Max Drawdown (5Y): 41.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.16% |
| September 30, 2024 | 41.16% |
| August 31, 2024 | 41.16% |
| July 31, 2024 | 41.16% |
| June 30, 2024 | 41.16% |
| May 31, 2024 | 41.16% |
| April 30, 2024 | 41.16% |
| March 31, 2024 | 41.16% |
| February 29, 2024 | 41.16% |
| January 31, 2024 | 41.16% |
| December 31, 2023 | 41.16% |
| November 30, 2023 | 41.16% |
| October 31, 2023 | 41.16% |
| September 30, 2023 | 40.92% |
| August 31, 2023 | 40.92% |
| July 31, 2023 | 40.92% |
| June 30, 2023 | 36.85% |
| May 31, 2023 | 36.85% |
| April 30, 2023 | 36.85% |
| March 31, 2023 | 36.85% |
| February 28, 2023 | 36.85% |
| January 31, 2023 | 36.85% |
| December 31, 2022 | 36.85% |
| November 30, 2022 | 36.85% |
| October 31, 2022 | 36.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.32% |
| August 31, 2022 | 26.58% |
| July 31, 2022 | 21.94% |
| June 30, 2022 | 20.08% |
| May 31, 2022 | 20.08% |
| April 30, 2022 | 20.08% |
| March 31, 2022 | 20.08% |
| February 28, 2022 | 20.08% |
| January 31, 2022 | 20.08% |
| December 31, 2021 | 20.08% |
| November 30, 2021 | 20.08% |
| October 31, 2021 | 20.08% |
| September 30, 2021 | 20.08% |
| August 31, 2021 | 20.08% |
| July 31, 2021 | 20.08% |
| June 30, 2021 | 20.08% |
| May 31, 2021 | 20.08% |
| April 30, 2021 | 20.08% |
| March 31, 2021 | 20.08% |
| February 28, 2021 | 20.08% |
| January 31, 2021 | 20.08% |
| December 31, 2020 | 20.08% |
| November 30, 2020 | 20.08% |
| October 31, 2020 | 20.08% |
| September 30, 2020 | 20.08% |
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
20.08%
Minimum
Nov 2019
41.16%
Maximum
Oct 2023
28.56%
Average
20.08%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Lumen Technologies Inc | 93.54% |
| Netflix Inc | 75.95% |
| The Walt Disney Co | 60.72% |
| T-Mobile US Inc | 31.99% |
| Frontier Communications Parent Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.561 |
| Beta (5Y) | 0.4280 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.98% |
| Historical Sharpe Ratio (5Y) | -0.2127 |
| Historical Sortino (5Y) | -0.3682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.92% |