TELUS Corp (T.TO)
21.80
+0.21
(+0.97%)
CAD |
TSX |
Mar 28, 13:07
TELUS Max Drawdown (5Y): 32.87% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 32.87% |
January 31, 2024 | 32.87% |
December 31, 2023 | 32.87% |
November 30, 2023 | 32.87% |
October 31, 2023 | 32.87% |
September 30, 2023 | 30.67% |
August 31, 2023 | 29.50% |
July 31, 2023 | 27.39% |
June 30, 2023 | 27.12% |
May 31, 2023 | 27.12% |
April 30, 2023 | 27.12% |
March 31, 2023 | 27.12% |
February 28, 2023 | 27.12% |
January 31, 2023 | 27.12% |
December 31, 2022 | 27.12% |
November 30, 2022 | 27.12% |
October 31, 2022 | 27.12% |
September 30, 2022 | 27.12% |
August 31, 2022 | 27.12% |
July 31, 2022 | 27.12% |
June 30, 2022 | 27.12% |
May 31, 2022 | 27.12% |
April 30, 2022 | 27.12% |
March 31, 2022 | 27.12% |
February 28, 2022 | 27.12% |
Date | Value |
---|---|
January 31, 2022 | 27.12% |
December 31, 2021 | 27.12% |
November 30, 2021 | 27.12% |
October 31, 2021 | 27.12% |
September 30, 2021 | 27.12% |
August 31, 2021 | 27.12% |
July 31, 2021 | 27.12% |
June 30, 2021 | 27.12% |
May 31, 2021 | 27.12% |
April 30, 2021 | 27.12% |
March 31, 2021 | 27.12% |
February 28, 2021 | 27.12% |
January 31, 2021 | 27.12% |
December 31, 2020 | 27.12% |
November 30, 2020 | 27.12% |
October 31, 2020 | 27.12% |
September 30, 2020 | 27.12% |
August 31, 2020 | 27.12% |
July 31, 2020 | 27.12% |
June 30, 2020 | 27.12% |
May 31, 2020 | 27.12% |
April 30, 2020 | 27.12% |
March 31, 2020 | 27.12% |
February 29, 2020 | 17.52% |
January 31, 2020 | 17.52% |
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
17.52%
Minimum
Mar 2019
32.87%
Maximum
Oct 2023
25.79%
Average
27.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BCE Inc | 27.70% |
Rogers Communications Inc | 33.07% |
Quebecor Inc | 30.07% |
Cogeco Communications Inc | 54.11% |
Tower One Wireless Corp | 94.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.796 |
Beta (5Y) | 0.7173 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.56% |
Historical Sharpe Ratio (5Y) | 0.2502 |
Historical Sortino (5Y) | 0.3437 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.58% |