Verizon Communications Inc (VZ)

39.93 -0.04 (-0.10%) USD  |  NYSE  |  Dec 20, 16:00
39.97 +0.04 (+0.10%) After-Hours: 20:00
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Verizon Communications Max Drawdown (5Y): 41.16% 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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Max Drawdown (5Y) Benchmarks

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Lumen Technologies Inc 93.54%
Alphabet Inc 44.32%
The Walt Disney Co 60.72%
Netflix Inc 75.95%
Meta Platforms Inc 76.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.861
Beta (5Y) 0.4391
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.13%
Historical Sharpe Ratio (5Y) -0.1566
Historical Sortino (5Y) -0.2734
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.92%