Telecom Italia SpA (TIIAY)
2.58
-0.12
(-4.44%)
USD |
OTCM |
May 31, 16:00
Telecom Italia Max Drawdown (5Y): 84.18% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 84.18% |
April 30, 2024 | 84.18% |
March 31, 2024 | 84.18% |
February 29, 2024 | 84.18% |
January 31, 2024 | 84.18% |
December 31, 2023 | 84.18% |
November 30, 2023 | 84.18% |
October 31, 2023 | 84.18% |
September 30, 2023 | 84.18% |
August 31, 2023 | 84.18% |
July 31, 2023 | 84.18% |
June 30, 2023 | 84.18% |
May 31, 2023 | 84.18% |
April 30, 2023 | 84.18% |
March 31, 2023 | 84.18% |
February 28, 2023 | 84.18% |
January 31, 2023 | 84.18% |
December 31, 2022 | 84.18% |
November 30, 2022 | 84.18% |
October 31, 2022 | 84.18% |
September 30, 2022 | 82.85% |
August 31, 2022 | 80.75% |
July 31, 2022 | 80.37% |
June 30, 2022 | 77.98% |
May 31, 2022 | 77.98% |
Date | Value |
---|---|
April 30, 2022 | 77.98% |
March 31, 2022 | 77.98% |
February 28, 2022 | 77.98% |
January 31, 2022 | 77.98% |
December 31, 2021 | 77.98% |
November 30, 2021 | 77.98% |
October 31, 2021 | 77.98% |
September 30, 2021 | 77.98% |
August 31, 2021 | 77.98% |
July 31, 2021 | 77.98% |
June 30, 2021 | 77.98% |
May 31, 2021 | 77.98% |
April 30, 2021 | 77.98% |
March 31, 2021 | 77.98% |
February 28, 2021 | 77.98% |
January 31, 2021 | 77.98% |
December 31, 2020 | 77.98% |
November 30, 2020 | 77.98% |
October 31, 2020 | 77.98% |
September 30, 2020 | 77.98% |
August 31, 2020 | 77.98% |
July 31, 2020 | 77.98% |
June 30, 2020 | 77.98% |
May 31, 2020 | 77.98% |
April 30, 2020 | 77.98% |
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
65.29%
Minimum
Jun 2019
84.18%
Maximum
Oct 2022
78.35%
Average
77.98%
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% |
Loop Media Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.94 |
Beta (5Y) | 1.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.77% |
Historical Sharpe Ratio (5Y) | -0.2932 |
Historical Sortino (5Y) | -0.495 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.71% |