Telia Company AB (TLSNY)
4.99
+0.08
(+1.63%)
USD |
OTCM |
May 17, 16:00
Telia Company Max Drawdown (5Y): 52.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.41% |
| March 31, 2024 | 52.41% |
| February 29, 2024 | 52.41% |
| January 31, 2024 | 52.41% |
| December 31, 2023 | 52.41% |
| November 30, 2023 | 52.41% |
| October 31, 2023 | 52.41% |
| September 30, 2023 | 52.41% |
| August 31, 2023 | 52.41% |
| July 31, 2023 | 47.94% |
| June 30, 2023 | 47.94% |
| May 31, 2023 | 43.66% |
| April 30, 2023 | 43.14% |
| March 31, 2023 | 43.14% |
| February 28, 2023 | 43.14% |
| January 31, 2023 | 43.14% |
| December 31, 2022 | 43.14% |
| November 30, 2022 | 43.14% |
| October 31, 2022 | 43.14% |
| September 30, 2022 | 35.23% |
| August 31, 2022 | 35.23% |
| July 31, 2022 | 35.23% |
| June 30, 2022 | 35.23% |
| May 31, 2022 | 35.23% |
| April 30, 2022 | 35.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.56% |
| February 28, 2022 | 39.71% |
| January 31, 2022 | 43.21% |
| December 31, 2021 | 43.78% |
| November 30, 2021 | 44.92% |
| October 31, 2021 | 44.92% |
| September 30, 2021 | 47.65% |
| August 31, 2021 | 47.76% |
| July 31, 2021 | 47.76% |
| June 30, 2021 | 47.76% |
| May 31, 2021 | 47.76% |
| April 30, 2021 | 47.76% |
| March 31, 2021 | 47.76% |
| February 28, 2021 | 47.76% |
| January 31, 2021 | 47.76% |
| December 31, 2020 | 47.76% |
| November 30, 2020 | 47.76% |
| October 31, 2020 | 47.76% |
| September 30, 2020 | 47.76% |
| August 31, 2020 | 47.76% |
| July 31, 2020 | 47.76% |
| June 30, 2020 | 47.76% |
| May 31, 2020 | 47.76% |
| April 30, 2020 | 47.76% |
| March 31, 2020 | 47.76% |
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
35.23%
Minimum
Apr 2022
52.41%
Maximum
Aug 2023
46.03%
Average
47.76%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Tele2 AB | 48.63% |
| Viaplay Group AB | -- |
| Storytel AB | -- |
| Hemnet Group AB | -- |
| Sinch AB | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.06 |
| Beta (5Y) | 0.4431 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.27% |
| Historical Sharpe Ratio (5Y) | -0.3489 |
| Historical Sortino (5Y) | -0.5005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.88% |