T-Mobile US Inc (TMUS)
236.36
+0.89
(+0.38%)
USD |
NASDAQ |
Nov 21, 12:17
T-Mobile US Max Drawdown (5Y): 31.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.99% |
| September 30, 2024 | 31.99% |
| August 31, 2024 | 31.99% |
| July 31, 2024 | 31.99% |
| June 30, 2024 | 31.99% |
| May 31, 2024 | 31.99% |
| April 30, 2024 | 31.99% |
| March 31, 2024 | 31.99% |
| February 29, 2024 | 31.99% |
| January 31, 2024 | 31.99% |
| December 31, 2023 | 31.99% |
| November 30, 2023 | 31.99% |
| October 31, 2023 | 31.99% |
| September 30, 2023 | 31.99% |
| August 31, 2023 | 31.99% |
| July 31, 2023 | 31.99% |
| June 30, 2023 | 31.99% |
| May 31, 2023 | 31.99% |
| April 30, 2023 | 31.99% |
| March 31, 2023 | 31.99% |
| February 28, 2023 | 31.99% |
| January 31, 2023 | 31.99% |
| December 31, 2022 | 31.99% |
| November 30, 2022 | 31.99% |
| October 31, 2022 | 31.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.99% |
| August 31, 2022 | 31.99% |
| July 31, 2022 | 31.99% |
| June 30, 2022 | 31.99% |
| May 31, 2022 | 31.99% |
| April 30, 2022 | 31.99% |
| March 31, 2022 | 31.99% |
| February 28, 2022 | 31.99% |
| January 31, 2022 | 31.99% |
| December 31, 2021 | 28.57% |
| November 30, 2021 | 27.17% |
| October 31, 2021 | 26.04% |
| September 30, 2021 | 26.04% |
| August 31, 2021 | 26.04% |
| July 31, 2021 | 26.04% |
| June 30, 2021 | 26.04% |
| May 31, 2021 | 26.04% |
| April 30, 2021 | 26.04% |
| March 31, 2021 | 26.04% |
| February 28, 2021 | 26.04% |
| January 31, 2021 | 26.04% |
| December 31, 2020 | 26.04% |
| November 30, 2020 | 26.04% |
| October 31, 2020 | 26.04% |
| September 30, 2020 | 26.04% |
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
21.24%
Minimum
Nov 2019
31.99%
Maximum
Jan 2022
29.15%
Average
31.99%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| AT&T Inc | 39.45% |
| Verizon Communications Inc | 41.16% |
| United States Cellular Corp | 75.91% |
| Meta Platforms Inc | 76.74% |
| Netflix Inc | 75.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.51 |
| Beta (5Y) | 0.5012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.63% |
| Historical Sharpe Ratio (5Y) | 0.8831 |
| Historical Sortino (5Y) | 1.458 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.36% |