AT&T Inc (T)
28.70
+0.56
(+1.99%)
USD |
NYSE |
Apr 03, 15:01
AT&T Max Drawdown (5Y): 39.45% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Comcast Corp | 52.12% |
| Lumen Technologies Inc | 93.54% |
| T-Mobile US Inc | 31.99% |
| Charter Communications Inc | 68.99% |
| Meta Platforms Inc | 76.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.052 |
| Beta (5Y) | 0.4174 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.61% |
| Historical Sharpe Ratio (5Y) | 0.4543 |
| Historical Sortino (5Y) | 0.8223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.25% |