Telefonica SA (TEF)
4.445
-0.08
(-1.66%)
USD |
NYSE |
Apr 30, 14:38
Telefonica Max Drawdown (5Y): 65.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.50% |
February 29, 2024 | 65.50% |
January 31, 2024 | 65.50% |
December 31, 2023 | 65.50% |
November 30, 2023 | 65.50% |
October 31, 2023 | 65.50% |
September 30, 2023 | 65.50% |
August 31, 2023 | 65.50% |
July 31, 2023 | 65.50% |
June 30, 2023 | 65.50% |
May 31, 2023 | 65.50% |
April 30, 2023 | 65.50% |
March 31, 2023 | 65.50% |
February 28, 2023 | 65.50% |
January 31, 2023 | 65.50% |
December 31, 2022 | 65.50% |
November 30, 2022 | 65.50% |
October 31, 2022 | 65.50% |
September 30, 2022 | 65.50% |
August 31, 2022 | 65.50% |
July 31, 2022 | 65.50% |
June 30, 2022 | 65.50% |
May 31, 2022 | 65.50% |
April 30, 2022 | 65.50% |
March 31, 2022 | 65.50% |
Date | Value |
---|---|
February 28, 2022 | 65.50% |
January 31, 2022 | 65.50% |
December 31, 2021 | 65.50% |
November 30, 2021 | 65.50% |
October 31, 2021 | 65.50% |
September 30, 2021 | 65.50% |
August 31, 2021 | 65.50% |
July 31, 2021 | 65.50% |
June 30, 2021 | 65.50% |
May 31, 2021 | 65.50% |
April 30, 2021 | 65.50% |
March 31, 2021 | 65.50% |
February 28, 2021 | 65.50% |
January 31, 2021 | 65.50% |
December 31, 2020 | 65.50% |
November 30, 2020 | 65.50% |
October 31, 2020 | 65.50% |
September 30, 2020 | 65.42% |
August 31, 2020 | 65.42% |
July 31, 2020 | 65.42% |
June 30, 2020 | 65.42% |
May 31, 2020 | 65.42% |
April 30, 2020 | 65.42% |
March 31, 2020 | 65.42% |
February 29, 2020 | 51.75% |
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
51.75%
Minimum
Apr 2019
65.50%
Maximum
Oct 2020
62.97%
Average
65.50%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.00 |
Beta (5Y) | 0.7061 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.55% |
Historical Sharpe Ratio (5Y) | -0.215 |
Historical Sortino (5Y) | -0.3246 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.98% |