TIM SA (TIMB)
16.94
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NYSE |
May 17, 14:34
TIM Max Drawdown (5Y): 53.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 53.61% |
| March 31, 2024 | 53.61% |
| February 29, 2024 | 53.61% |
| January 31, 2024 | 53.61% |
| December 31, 2023 | 53.61% |
| November 30, 2023 | 53.61% |
| October 31, 2023 | 53.61% |
| September 30, 2023 | 53.61% |
| August 31, 2023 | 53.61% |
| July 31, 2023 | 53.61% |
| June 30, 2023 | 53.61% |
| May 31, 2023 | 53.61% |
| April 30, 2023 | 53.61% |
| March 31, 2023 | 53.61% |
| February 28, 2023 | 53.61% |
| January 31, 2023 | 53.61% |
| December 31, 2022 | 53.61% |
| November 30, 2022 | 53.61% |
| October 31, 2022 | 53.61% |
| September 30, 2022 | 53.61% |
| August 31, 2022 | 53.61% |
| July 31, 2022 | 53.61% |
| June 30, 2022 | 53.61% |
| May 31, 2022 | 53.61% |
| April 30, 2022 | 53.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.61% |
| February 28, 2022 | 53.61% |
| January 31, 2022 | 53.61% |
| December 31, 2021 | 53.61% |
| November 30, 2021 | 53.61% |
| October 31, 2021 | 58.85% |
| September 30, 2021 | 62.26% |
| August 31, 2021 | 62.26% |
| July 31, 2021 | 62.26% |
| June 30, 2021 | 62.26% |
| May 31, 2021 | 62.26% |
| April 30, 2021 | 66.04% |
| March 31, 2021 | 76.49% |
| February 28, 2021 | 79.51% |
| January 31, 2021 | 79.51% |
| December 31, 2020 | 79.51% |
| November 30, 2020 | 85.01% |
| October 31, 2020 | 85.01% |
| September 30, 2020 | 85.01% |
| August 31, 2020 | 85.01% |
| July 31, 2020 | 85.01% |
| June 30, 2020 | 85.01% |
| May 31, 2020 | 85.01% |
| April 30, 2020 | 85.01% |
| March 31, 2020 | 85.01% |
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
53.61%
Minimum
Nov 2021
85.01%
Maximum
May 2019
66.24%
Average
56.23%
Median
Max Drawdown (5Y) Benchmarks
| Oi SA | 100.00% |
| Telefonica Brasil SA | -- |
| The Beachbody Co Inc | -- |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.673 |
| Beta (5Y) | 0.9166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.06% |
| Historical Sharpe Ratio (5Y) | 0.1627 |
| Historical Sortino (5Y) | 0.2553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.19% |