AT&T Inc (T)
22.83
+0.10
(+0.44%)
USD |
NYSE |
Nov 20, 16:00
22.79
-0.04
(-0.18%)
Pre-Market: 08:48
AT&T Max Drawdown (5Y): 39.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.45% |
| September 30, 2024 | 39.45% |
| August 31, 2024 | 39.45% |
| July 31, 2024 | 39.45% |
| June 30, 2024 | 39.45% |
| May 31, 2024 | 39.45% |
| April 30, 2024 | 39.45% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
39.45%
Maximum
Jul 2023
34.44%
Average
33.02%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Comcast Corp | 52.12% |
| The Walt Disney Co | 60.72% |
| T-Mobile US Inc | 31.99% |
| Verizon Communications Inc | 41.16% |
| Charter Communications Inc | 68.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.379 |
| Beta (5Y) | 0.5857 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.58% |
| Historical Sharpe Ratio (5Y) | 0.0074 |
| Historical Sortino (5Y) | 0.0113 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |