Telstra Group Ltd (TLGPY)
12.34
+0.10
(+0.78%)
USD |
OTCM |
May 17, 16:00
Telstra Group Max Drawdown (5Y): 51.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.29% |
| March 31, 2024 | 51.29% |
| February 29, 2024 | 51.29% |
| January 31, 2024 | 51.29% |
| December 31, 2023 | 51.29% |
| November 30, 2023 | 51.29% |
| October 31, 2023 | 53.25% |
| September 30, 2023 | 54.09% |
| August 31, 2023 | 54.09% |
| July 31, 2023 | 54.09% |
| June 30, 2023 | 54.09% |
| May 31, 2023 | 54.09% |
| April 30, 2023 | 55.13% |
| March 31, 2023 | 55.22% |
| February 28, 2023 | 55.22% |
| January 31, 2023 | 55.22% |
| December 31, 2022 | 55.22% |
| November 30, 2022 | 55.22% |
| October 31, 2022 | 55.22% |
| September 30, 2022 | 55.22% |
| August 31, 2022 | 55.22% |
| July 31, 2022 | 55.22% |
| June 30, 2022 | 55.22% |
| May 31, 2022 | 55.22% |
| April 30, 2022 | 55.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.22% |
| February 28, 2022 | 55.22% |
| January 31, 2022 | 55.22% |
| December 31, 2021 | 55.22% |
| November 30, 2021 | 55.22% |
| October 31, 2021 | 55.22% |
| September 30, 2021 | 55.22% |
| August 31, 2021 | 55.22% |
| July 31, 2021 | 55.22% |
| June 30, 2021 | 55.22% |
| May 31, 2021 | 55.22% |
| April 30, 2021 | 55.22% |
| March 31, 2021 | 55.22% |
| February 28, 2021 | 55.22% |
| January 31, 2021 | 55.22% |
| December 31, 2020 | 55.22% |
| November 30, 2020 | 55.22% |
| October 31, 2020 | 55.22% |
| September 30, 2020 | 55.22% |
| August 31, 2020 | 55.22% |
| July 31, 2020 | 55.22% |
| June 30, 2020 | 55.22% |
| May 31, 2020 | 55.22% |
| April 30, 2020 | 55.22% |
| March 31, 2020 | 55.22% |
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
51.29%
Minimum
Nov 2023
55.22%
Maximum
May 2019
54.70%
Average
55.22%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| TPG Telecom Ltd | -- |
| 5G Networks Ltd | -- |
| Locafy Ltd | -- |
| Tuas Ltd | -- |
| ARN Media Ltd | 67.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.727 |
| Beta (5Y) | 0.7115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.02% |
| Historical Sharpe Ratio (5Y) | 0.11 |
| Historical Sortino (5Y) | 0.1514 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.03% |