Telecom Italia SpA (TIAOF)
0.21
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Telecom Italia Max Drawdown (5Y): 84.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.89% |
| March 31, 2024 | 84.89% |
| February 29, 2024 | 84.89% |
| January 31, 2024 | 84.89% |
| December 31, 2023 | 84.89% |
| November 30, 2023 | 84.89% |
| October 31, 2023 | 84.89% |
| September 30, 2023 | 84.89% |
| August 31, 2023 | 84.89% |
| July 31, 2023 | 84.89% |
| June 30, 2023 | 84.89% |
| May 31, 2023 | 84.89% |
| April 30, 2023 | 84.89% |
| March 31, 2023 | 84.89% |
| February 28, 2023 | 84.89% |
| January 31, 2023 | 84.89% |
| December 31, 2022 | 84.89% |
| November 30, 2022 | 84.89% |
| October 31, 2022 | 84.89% |
| September 30, 2022 | 84.89% |
| August 31, 2022 | 81.18% |
| July 31, 2022 | 79.28% |
| June 30, 2022 | 77.74% |
| May 31, 2022 | 77.74% |
| April 30, 2022 | 77.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.74% |
| February 28, 2022 | 77.74% |
| January 31, 2022 | 77.74% |
| December 31, 2021 | 77.74% |
| November 30, 2021 | 77.74% |
| October 31, 2021 | 77.74% |
| September 30, 2021 | 77.74% |
| August 31, 2021 | 77.74% |
| July 31, 2021 | 77.74% |
| June 30, 2021 | 77.74% |
| May 31, 2021 | 77.74% |
| April 30, 2021 | 77.74% |
| March 31, 2021 | 77.74% |
| February 28, 2021 | 77.74% |
| January 31, 2021 | 77.74% |
| December 31, 2020 | 77.74% |
| November 30, 2020 | 77.74% |
| October 31, 2020 | 77.74% |
| September 30, 2020 | 77.74% |
| August 31, 2020 | 77.74% |
| July 31, 2020 | 77.74% |
| June 30, 2020 | 77.74% |
| May 31, 2020 | 77.74% |
| April 30, 2020 | 77.74% |
| March 31, 2020 | 77.74% |
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
63.64%
Minimum
May 2019
84.89%
Maximum
Sep 2022
77.85%
Average
77.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Rcs Mediagroup | 70.59% |
| Juventus Football Club SpA | 91.71% |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.72 |
| Beta (5Y) | 1.263 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.55% |
| Historical Sharpe Ratio (5Y) | -0.3617 |
| Historical Sortino (5Y) | -0.6252 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |