Deutsche Telekom AG (DTEGF)
23.08
-0.03
(-0.12%)
USD |
OTCM |
May 06, 14:09
Deutsche Telekom Max Drawdown (5Y): 40.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.49% |
March 31, 2024 | 40.49% |
February 29, 2024 | 40.49% |
January 31, 2024 | 40.49% |
December 31, 2023 | 40.49% |
November 30, 2023 | 40.49% |
October 31, 2023 | 40.49% |
September 30, 2023 | 40.49% |
August 31, 2023 | 40.49% |
July 31, 2023 | 40.49% |
June 30, 2023 | 40.49% |
May 31, 2023 | 40.49% |
April 30, 2023 | 40.49% |
March 31, 2023 | 40.49% |
February 28, 2023 | 40.49% |
January 31, 2023 | 40.49% |
December 31, 2022 | 40.49% |
November 30, 2022 | 40.49% |
October 31, 2022 | 40.49% |
September 30, 2022 | 40.49% |
August 31, 2022 | 40.49% |
July 31, 2022 | 40.49% |
June 30, 2022 | 40.49% |
May 31, 2022 | 40.49% |
April 30, 2022 | 40.49% |
Date | Value |
---|---|
March 31, 2022 | 40.49% |
February 28, 2022 | 40.49% |
January 31, 2022 | 40.49% |
December 31, 2021 | 40.49% |
November 30, 2021 | 40.49% |
October 31, 2021 | 40.49% |
September 30, 2021 | 40.49% |
August 31, 2021 | 40.49% |
July 31, 2021 | 40.49% |
June 30, 2021 | 40.49% |
May 31, 2021 | 40.49% |
April 30, 2021 | 40.49% |
March 31, 2021 | 40.49% |
February 28, 2021 | 40.49% |
January 31, 2021 | 40.49% |
December 31, 2020 | 40.49% |
November 30, 2020 | 40.49% |
October 31, 2020 | 40.49% |
September 30, 2020 | 40.49% |
August 31, 2020 | 40.49% |
July 31, 2020 | 40.49% |
June 30, 2020 | 40.49% |
May 31, 2020 | 40.49% |
April 30, 2020 | 40.49% |
March 31, 2020 | 40.49% |
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
23.28%
Minimum
Aug 2019
40.49%
Maximum
Mar 2020
37.70%
Average
40.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
United Internet AG | 72.94% |
trivago NV | 94.81% |
freenet AG | -- |
1&1 AG | 0.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.725 |
Beta (5Y) | 0.6402 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.65% |
Historical Sharpe Ratio (5Y) | 0.3595 |
Historical Sortino (5Y) | 0.489 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.94% |