Turkcell Iletisim Hizmetleri AS (TKC)
6.825
+0.08
(+1.11%)
USD |
NYSE |
Nov 14, 12:18
Turkcell Iletisim Hizmetleri Max Drawdown (5Y): 73.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.51% |
| September 30, 2024 | 73.51% |
| August 31, 2024 | 73.51% |
| July 31, 2024 | 73.51% |
| June 30, 2024 | 73.51% |
| May 31, 2024 | 73.51% |
| April 30, 2024 | 73.51% |
| March 31, 2024 | 73.51% |
| February 29, 2024 | 73.51% |
| January 31, 2024 | 73.51% |
| December 31, 2023 | 73.51% |
| November 30, 2023 | 73.51% |
| October 31, 2023 | 73.51% |
| September 30, 2023 | 73.51% |
| August 31, 2023 | 73.51% |
| July 31, 2023 | 73.51% |
| June 30, 2023 | 73.51% |
| May 31, 2023 | 73.51% |
| April 30, 2023 | 73.51% |
| March 31, 2023 | 73.51% |
| February 28, 2023 | 73.51% |
| January 31, 2023 | 73.51% |
| December 31, 2022 | 73.51% |
| November 30, 2022 | 73.51% |
| October 31, 2022 | 73.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.51% |
| August 31, 2022 | 73.51% |
| July 31, 2022 | 73.51% |
| June 30, 2022 | 72.40% |
| May 31, 2022 | 68.70% |
| April 30, 2022 | 68.70% |
| March 31, 2022 | 68.70% |
| February 28, 2022 | 68.70% |
| January 31, 2022 | 68.70% |
| December 31, 2021 | 68.70% |
| November 30, 2021 | 68.70% |
| October 31, 2021 | 68.70% |
| September 30, 2021 | 68.70% |
| August 31, 2021 | 68.70% |
| July 31, 2021 | 68.70% |
| June 30, 2021 | 68.70% |
| May 31, 2021 | 68.70% |
| April 30, 2021 | 68.70% |
| March 31, 2021 | 68.70% |
| February 28, 2021 | 68.70% |
| January 31, 2021 | 68.70% |
| December 31, 2020 | 68.70% |
| November 30, 2020 | 68.70% |
| October 31, 2020 | 68.70% |
| September 30, 2020 | 68.70% |
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
68.70%
Minimum
Nov 2019
73.51%
Maximum
Jul 2022
71.01%
Average
68.70%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Turk Telekomunikasyon AS | 70.66% |
| Hurriyet Gazetecilik ve Matbaacilik AS | -- |
| DouYu International Holdings Ltd | 96.56% |
| Mega Matrix Inc | 95.39% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.141 |
| Beta (5Y) | 0.8718 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.72% |
| Historical Sharpe Ratio (5Y) | 0.0784 |
| Historical Sortino (5Y) | 0.1735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.33% |