AT&T Inc (T)
16.51
+0.18
(+1.10%)
USD |
NYSE |
Apr 19, 16:00
16.45
-0.06
(-0.36%)
After-Hours: 20:00
AT&T Max Drawdown (5Y): 39.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.45% |
| February 29, 2024 | 39.45% |
| January 31, 2024 | 39.45% |
| December 31, 2023 | 39.45% |
| November 30, 2023 | 39.45% |
| October 31, 2023 | 39.45% |
| September 30, 2023 | 39.45% |
| August 31, 2023 | 39.45% |
| July 31, 2023 | 39.45% |
| June 30, 2023 | 37.11% |
| May 31, 2023 | 37.11% |
| April 30, 2023 | 37.11% |
| March 31, 2023 | 37.11% |
| February 28, 2023 | 37.11% |
| January 31, 2023 | 37.11% |
| December 31, 2022 | 37.11% |
| November 30, 2022 | 37.11% |
| October 31, 2022 | 37.11% |
| September 30, 2022 | 35.23% |
| August 31, 2022 | 33.02% |
| July 31, 2022 | 33.02% |
| June 30, 2022 | 33.02% |
| May 31, 2022 | 33.02% |
| April 30, 2022 | 33.02% |
| March 31, 2022 | 33.02% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.02% |
| January 31, 2022 | 33.02% |
| December 31, 2021 | 33.02% |
| November 30, 2021 | 31.43% |
| October 31, 2021 | 31.43% |
| September 30, 2021 | 31.43% |
| August 31, 2021 | 31.43% |
| July 31, 2021 | 31.43% |
| June 30, 2021 | 31.43% |
| May 31, 2021 | 31.43% |
| April 30, 2021 | 31.43% |
| March 31, 2021 | 31.43% |
| February 28, 2021 | 31.43% |
| January 31, 2021 | 31.43% |
| December 31, 2020 | 31.43% |
| November 30, 2020 | 31.43% |
| October 31, 2020 | 31.43% |
| September 30, 2020 | 31.43% |
| August 31, 2020 | 31.43% |
| July 31, 2020 | 31.43% |
| June 30, 2020 | 31.43% |
| May 31, 2020 | 31.43% |
| April 30, 2020 | 31.43% |
| March 31, 2020 | 31.43% |
| February 29, 2020 | 27.17% |
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
27.17%
Minimum
Apr 2019
39.45%
Maximum
Jul 2023
33.00%
Average
31.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Comcast Corp | 52.12% |
| Netflix Inc | 75.95% |
| T-Mobile US Inc | 31.99% |
| Verizon Communications Inc | 41.16% |
| Meta Platforms Inc | 76.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.466 |
| Beta (5Y) | 0.571 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.33% |
| Historical Sharpe Ratio (5Y) | -0.0005 |
| Historical Sortino (5Y) | -0.0008 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |