Telefonica SA (TEF)
4.435
-0.08
(-1.66%)
USD |
NYSE |
Nov 21, 16:00
4.435
0.00 (0.00%)
After-Hours: 20:00
Telefonica Max Drawdown (5Y): 66.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.37% |
| September 30, 2024 | 66.37% |
| August 31, 2024 | 66.37% |
| July 31, 2024 | 66.37% |
| June 30, 2024 | 66.37% |
| May 31, 2024 | 66.37% |
| April 30, 2024 | 66.37% |
| March 31, 2024 | 66.37% |
| February 29, 2024 | 66.37% |
| January 31, 2024 | 66.37% |
| December 31, 2023 | 66.37% |
| November 30, 2023 | 66.37% |
| October 31, 2023 | 66.37% |
| September 30, 2023 | 66.37% |
| August 31, 2023 | 66.37% |
| July 31, 2023 | 66.37% |
| June 30, 2023 | 66.37% |
| May 31, 2023 | 66.37% |
| April 30, 2023 | 66.37% |
| March 31, 2023 | 66.37% |
| February 28, 2023 | 66.37% |
| January 31, 2023 | 66.37% |
| December 31, 2022 | 66.37% |
| November 30, 2022 | 66.37% |
| October 31, 2022 | 66.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.37% |
| August 31, 2022 | 66.37% |
| July 31, 2022 | 66.37% |
| June 30, 2022 | 66.37% |
| May 31, 2022 | 66.37% |
| April 30, 2022 | 66.37% |
| March 31, 2022 | 66.37% |
| February 28, 2022 | 66.37% |
| January 31, 2022 | 66.37% |
| December 31, 2021 | 66.37% |
| November 30, 2021 | 66.37% |
| October 31, 2021 | 66.37% |
| September 30, 2021 | 66.37% |
| August 31, 2021 | 66.37% |
| July 31, 2021 | 66.37% |
| June 30, 2021 | 66.37% |
| May 31, 2021 | 66.37% |
| April 30, 2021 | 66.37% |
| March 31, 2021 | 66.37% |
| February 28, 2021 | 66.37% |
| January 31, 2021 | 66.37% |
| December 31, 2020 | 66.37% |
| November 30, 2020 | 66.37% |
| October 31, 2020 | 66.37% |
| September 30, 2020 | 65.46% |
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
53.51%
Minimum
Nov 2019
66.37%
Maximum
Oct 2020
65.40%
Average
66.37%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Atresmedia Corporacion de Medios de Comunicacion SA | 76.57% |
| Lleidanetworks Serveis Telematics SA | -- |
| trivago NV | 94.81% |
| VEON Ltd | 92.06% |
| Opera Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.04 |
| Beta (5Y) | 0.6732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.40% |
| Historical Sharpe Ratio (5Y) | -0.143 |
| Historical Sortino (5Y) | -0.2126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.45% |