Tele2 AB (TLTZY)
4.87
+0.06
(+1.25%)
USD |
OTCM |
May 01, 16:00
Tele2 Max Drawdown (5Y): 48.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.63% |
| March 31, 2024 | 48.63% |
| February 29, 2024 | 48.63% |
| January 31, 2024 | 48.63% |
| December 31, 2023 | 48.63% |
| November 30, 2023 | 48.63% |
| October 31, 2023 | 48.63% |
| September 30, 2023 | 48.63% |
| August 31, 2023 | 48.63% |
| July 31, 2023 | 44.36% |
| June 30, 2023 | 43.62% |
| May 31, 2023 | 43.62% |
| April 30, 2023 | 43.62% |
| March 31, 2023 | 43.62% |
| February 28, 2023 | 43.62% |
| January 31, 2023 | 43.62% |
| December 31, 2022 | 43.62% |
| November 30, 2022 | 43.62% |
| October 31, 2022 | 43.62% |
| September 30, 2022 | 39.96% |
| August 31, 2022 | 32.19% |
| July 31, 2022 | 32.19% |
| June 30, 2022 | 32.19% |
| May 31, 2022 | 32.19% |
| April 30, 2022 | 32.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.19% |
| February 28, 2022 | 36.50% |
| January 31, 2022 | 38.63% |
| December 31, 2021 | 43.19% |
| November 30, 2021 | 48.57% |
| October 31, 2021 | 48.83% |
| September 30, 2021 | 50.93% |
| August 31, 2021 | 50.93% |
| July 31, 2021 | 50.93% |
| June 30, 2021 | 50.93% |
| May 31, 2021 | 50.93% |
| April 30, 2021 | 50.93% |
| March 31, 2021 | 50.93% |
| February 28, 2021 | 50.93% |
| January 31, 2021 | 50.93% |
| December 31, 2020 | 50.93% |
| November 30, 2020 | 51.47% |
| October 31, 2020 | 51.47% |
| September 30, 2020 | 51.47% |
| August 31, 2020 | 51.47% |
| July 31, 2020 | 51.47% |
| June 30, 2020 | 51.47% |
| May 31, 2020 | 51.47% |
| April 30, 2020 | 51.47% |
| March 31, 2020 | 51.47% |
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
32.19%
Minimum
Mar 2022
51.47%
Maximum
May 2019
46.84%
Average
48.73%
Median
Max Drawdown (5Y) Benchmarks
| Telia Company AB | 52.41% |
| Viaplay Group AB | -- |
| Storytel AB | -- |
| Hemnet Group AB | -- |
| Sinch AB | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.970 |
| Beta (5Y) | 0.5574 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.49% |
| Historical Sharpe Ratio (5Y) | -0.0276 |
| Historical Sortino (5Y) | -0.039 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.04% |