Millicom International Cellular SA (TIGO)
27.31
+0.43
(+1.60%)
USD |
NASDAQ |
Nov 05, 09:42
Millicom International Cellular Max Drawdown (5Y): 80.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.28% |
| September 30, 2024 | 80.28% |
| August 31, 2024 | 80.28% |
| July 31, 2024 | 80.28% |
| June 30, 2024 | 80.28% |
| May 31, 2024 | 80.28% |
| April 30, 2024 | 80.28% |
| March 31, 2024 | 80.28% |
| February 29, 2024 | 80.28% |
| January 31, 2024 | 80.28% |
| December 31, 2023 | 80.28% |
| November 30, 2023 | 80.28% |
| October 31, 2023 | 80.28% |
| September 30, 2023 | 80.28% |
| August 31, 2023 | 80.28% |
| July 31, 2023 | 80.28% |
| June 30, 2023 | 80.28% |
| May 31, 2023 | 80.28% |
| April 30, 2023 | 80.28% |
| March 31, 2023 | 80.28% |
| February 28, 2023 | 80.28% |
| January 31, 2023 | 80.28% |
| December 31, 2022 | 80.28% |
| November 30, 2022 | 80.28% |
| October 31, 2022 | 80.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 78.69% |
| August 31, 2022 | 75.76% |
| July 31, 2022 | 75.76% |
| June 30, 2022 | 73.16% |
| May 31, 2022 | 70.85% |
| April 30, 2022 | 70.54% |
| March 31, 2022 | 70.54% |
| February 28, 2022 | 70.10% |
| January 31, 2022 | 70.10% |
| December 31, 2021 | 70.10% |
| November 30, 2021 | 70.10% |
| October 31, 2021 | 70.10% |
| September 30, 2021 | 70.10% |
| August 31, 2021 | 70.10% |
| July 31, 2021 | 70.10% |
| June 30, 2021 | 70.10% |
| May 31, 2021 | 70.10% |
| April 30, 2021 | 70.10% |
| March 31, 2021 | 70.10% |
| February 28, 2021 | 70.10% |
| January 31, 2021 | 70.10% |
| December 31, 2020 | 70.10% |
| November 30, 2020 | 70.10% |
| October 31, 2020 | 70.10% |
| September 30, 2020 | 70.10% |
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
58.96%
Minimum
Nov 2019
80.28%
Maximum
Oct 2022
73.90%
Average
70.70%
Median
Max Drawdown (5Y) Benchmarks
| SES SA | 80.35% |
| RTL Group SA | 64.31% |
| Spotify Technology SA | 80.51% |
| Telefonica SA | 65.50% |
| Liberty Latin America Ltd | 85.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.42 |
| Beta (5Y) | 1.216 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.68% |
| Historical Sharpe Ratio (5Y) | -0.154 |
| Historical Sortino (5Y) | -0.2284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.17% |