T-Mobile US Inc (TMUS)

220.31 +2.31 (+1.06%) USD  |  NASDAQ  |  Dec 20, 16:00
220.35 +0.04 (+0.02%) After-Hours: 20:00
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T-Mobile US Max Drawdown (5Y): 31.99% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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AT&T Inc 39.45%
United States Cellular Corp 75.91%
Verizon Communications Inc 41.16%
Meta Platforms Inc 76.74%
Alphabet Inc 44.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 16.71
Beta (5Y) 0.5316
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.80%
Historical Sharpe Ratio (5Y) 1.044
Historical Sortino (5Y) 1.738
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.36%