Telephone and Data Systems Inc (TDS)
14.36
-1.85
(-11.41%)
USD |
NYSE |
May 03, 16:00
14.34
-0.02
(-0.14%)
After-Hours: 20:00
Telephone and Data Systems Max Drawdown (5Y): 78.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.97% |
March 31, 2024 | 78.97% |
February 29, 2024 | 78.97% |
January 31, 2024 | 78.97% |
December 31, 2023 | 78.97% |
November 30, 2023 | 78.97% |
October 31, 2023 | 78.97% |
September 30, 2023 | 78.97% |
August 31, 2023 | 78.97% |
July 31, 2023 | 78.97% |
June 30, 2023 | 78.97% |
May 31, 2023 | 78.71% |
April 30, 2023 | 69.59% |
March 31, 2023 | 69.59% |
February 28, 2023 | 69.59% |
January 31, 2023 | 69.59% |
December 31, 2022 | 69.59% |
November 30, 2022 | 69.59% |
October 31, 2022 | 58.20% |
September 30, 2022 | 57.55% |
August 31, 2022 | 57.55% |
July 31, 2022 | 57.55% |
June 30, 2022 | 57.55% |
May 31, 2022 | 57.55% |
April 30, 2022 | 57.55% |
Date | Value |
---|---|
March 31, 2022 | 57.55% |
February 28, 2022 | 57.55% |
January 31, 2022 | 57.55% |
December 31, 2021 | 57.55% |
November 30, 2021 | 57.55% |
October 31, 2021 | 57.55% |
September 30, 2021 | 57.55% |
August 31, 2021 | 57.55% |
July 31, 2021 | 57.55% |
June 30, 2021 | 57.55% |
May 31, 2021 | 57.55% |
April 30, 2021 | 57.55% |
March 31, 2021 | 57.55% |
February 28, 2021 | 57.55% |
January 31, 2021 | 57.55% |
December 31, 2020 | 57.55% |
November 30, 2020 | 57.55% |
October 31, 2020 | 57.55% |
September 30, 2020 | 57.55% |
August 31, 2020 | 57.55% |
July 31, 2020 | 57.55% |
June 30, 2020 | 57.55% |
May 31, 2020 | 57.55% |
April 30, 2020 | 57.55% |
March 31, 2020 | 57.55% |
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
30.93%
Minimum
May 2019
78.97%
Maximum
Jun 2023
59.39%
Average
57.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
United States Cellular Corp | 75.91% |
Roku Inc | 91.91% |
Iridium Communications Inc | 62.88% |
Yelp Inc | 72.23% |
Zedge Inc | 91.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.61 |
Beta (5Y) | 0.8129 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.15% |
Historical Sharpe Ratio (5Y) | -0.1624 |
Historical Sortino (5Y) | -0.373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.86% |