Telstra Group Ltd (TTRAF)
2.366
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Telstra Group Max Drawdown (5Y): 55.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.16% |
March 31, 2024 | 55.16% |
February 29, 2024 | 55.16% |
January 31, 2024 | 55.16% |
December 31, 2023 | 55.16% |
November 30, 2023 | 55.16% |
October 31, 2023 | 55.16% |
September 30, 2023 | 55.16% |
August 31, 2023 | 55.16% |
July 31, 2023 | 55.16% |
June 30, 2023 | 55.16% |
May 31, 2023 | 55.16% |
April 30, 2023 | 55.16% |
March 31, 2023 | 55.16% |
February 28, 2023 | 55.16% |
January 31, 2023 | 55.16% |
December 31, 2022 | 55.16% |
November 30, 2022 | 55.16% |
October 31, 2022 | 55.16% |
September 30, 2022 | 55.16% |
August 31, 2022 | 55.16% |
July 31, 2022 | 55.16% |
June 30, 2022 | 55.16% |
May 31, 2022 | 55.16% |
April 30, 2022 | 55.16% |
Date | Value |
---|---|
March 31, 2022 | 55.16% |
February 28, 2022 | 55.16% |
January 31, 2022 | 55.16% |
December 31, 2021 | 55.16% |
November 30, 2021 | 55.16% |
October 31, 2021 | 55.16% |
September 30, 2021 | 55.16% |
August 31, 2021 | 55.16% |
July 31, 2021 | 55.16% |
June 30, 2021 | 55.16% |
May 31, 2021 | 55.16% |
April 30, 2021 | 55.16% |
March 31, 2021 | 55.16% |
February 28, 2021 | 55.16% |
January 31, 2021 | 55.16% |
December 31, 2020 | 55.16% |
November 30, 2020 | 55.16% |
October 31, 2020 | 55.16% |
September 30, 2020 | 55.16% |
August 31, 2020 | 55.16% |
July 31, 2020 | 55.16% |
June 30, 2020 | 55.16% |
May 31, 2020 | 55.16% |
April 30, 2020 | 55.16% |
March 31, 2020 | 55.16% |
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
54.45%
Minimum
May 2019
55.16%
Maximum
Mar 2020
55.04%
Average
55.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
TPG Telecom Ltd | -- |
5G Networks Ltd | -- |
Locafy Ltd | -- |
Tuas Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.153 |
Beta (5Y) | 0.6227 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.51% |
Historical Sharpe Ratio (5Y) | 0.0794 |
Historical Sortino (5Y) | 0.1201 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.97% |