Telefonica Deutschland Holding AG (TELDF)

2.427 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Telefonica Deutschland Max Drawdown (5Y): 63.99% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Deutsche Telekom AG 34.55%
United Internet AG 75.35%
trivago NV 94.81%
freenet AG --
Stroeer SE & Co KGaA --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.49
Beta (5Y) 0.7593
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.16%
Historical Sharpe Ratio (5Y) -0.0616
Historical Sortino (5Y) -0.0951
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.88%