Telephone and Data Systems Inc (TDS)
30.63
-0.23
(-0.75%)
USD |
NYSE |
Nov 14, 16:00
30.63
0.00 (0.00%)
After-Hours: 20:00
Telephone and Data Systems Max Drawdown (5Y): 78.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.97% |
| September 30, 2024 | 78.97% |
| August 31, 2024 | 78.97% |
| July 31, 2024 | 78.97% |
| June 30, 2024 | 78.97% |
| May 31, 2024 | 78.97% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
39.42%
Minimum
Nov 2019
78.97%
Maximum
Jun 2023
64.06%
Average
57.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| United States Cellular Corp | 75.91% |
| Verizon Communications Inc | 41.16% |
| T-Mobile US Inc | 31.99% |
| Charter Communications Inc | 68.99% |
| Cumulus Media Inc | 93.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.362 |
| Beta (5Y) | 0.7696 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.43% |
| Historical Sharpe Ratio (5Y) | 0.0631 |
| Historical Sortino (5Y) | 0.1482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.30% |