AT&T Inc (T)
16.85
+0.03
(+0.18%)
USD |
NYSE |
May 03, 16:00
16.84
-0.01
(-0.06%)
After-Hours: 20:00
AT&T Max Drawdown (5Y): 39.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.45% |
March 31, 2024 | 39.45% |
February 29, 2024 | 39.45% |
January 31, 2024 | 39.45% |
December 31, 2023 | 39.45% |
November 30, 2023 | 39.45% |
October 31, 2023 | 39.45% |
September 30, 2023 | 39.45% |
August 31, 2023 | 39.45% |
July 31, 2023 | 39.45% |
June 30, 2023 | 37.11% |
May 31, 2023 | 37.11% |
April 30, 2023 | 37.11% |
March 31, 2023 | 37.11% |
February 28, 2023 | 37.11% |
January 31, 2023 | 37.11% |
December 31, 2022 | 37.11% |
November 30, 2022 | 37.11% |
October 31, 2022 | 37.11% |
September 30, 2022 | 35.23% |
August 31, 2022 | 33.02% |
July 31, 2022 | 33.02% |
June 30, 2022 | 33.02% |
May 31, 2022 | 33.02% |
April 30, 2022 | 33.02% |
Date | Value |
---|---|
March 31, 2022 | 33.02% |
February 28, 2022 | 33.02% |
January 31, 2022 | 33.02% |
December 31, 2021 | 33.02% |
November 30, 2021 | 31.43% |
October 31, 2021 | 31.43% |
September 30, 2021 | 31.43% |
August 31, 2021 | 31.43% |
July 31, 2021 | 31.43% |
June 30, 2021 | 31.43% |
May 31, 2021 | 31.43% |
April 30, 2021 | 31.43% |
March 31, 2021 | 31.43% |
February 28, 2021 | 31.43% |
January 31, 2021 | 31.43% |
December 31, 2020 | 31.43% |
November 30, 2020 | 31.43% |
October 31, 2020 | 31.43% |
September 30, 2020 | 31.43% |
August 31, 2020 | 31.43% |
July 31, 2020 | 31.43% |
June 30, 2020 | 31.43% |
May 31, 2020 | 31.43% |
April 30, 2020 | 31.43% |
March 31, 2020 | 31.43% |
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
27.17%
Minimum
May 2019
39.45%
Maximum
Jul 2023
33.21%
Average
31.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Comcast Corp | 52.12% |
T-Mobile US Inc | 31.99% |
Verizon Communications Inc | 41.16% |
Meta Platforms Inc | 76.74% |
Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.114 |
Beta (5Y) | 0.5722 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.28% |
Historical Sharpe Ratio (5Y) | -0.0304 |
Historical Sortino (5Y) | -0.0463 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |