TELUS Corp (TU)
15.42
-0.08
(-0.52%)
USD |
NYSE |
Nov 20, 10:35
TELUS Max Drawdown (5Y): 38.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.32% |
| September 30, 2024 | 38.32% |
| August 31, 2024 | 38.32% |
| July 31, 2024 | 38.32% |
| June 30, 2024 | 38.32% |
| May 31, 2024 | 38.32% |
| April 30, 2024 | 38.32% |
| March 31, 2024 | 38.32% |
| February 29, 2024 | 38.32% |
| January 31, 2024 | 38.32% |
| December 31, 2023 | 38.32% |
| November 30, 2023 | 38.32% |
| October 31, 2023 | 38.32% |
| September 30, 2023 | 35.51% |
| August 31, 2023 | 34.66% |
| July 31, 2023 | 33.66% |
| June 30, 2023 | 33.66% |
| May 31, 2023 | 33.66% |
| April 30, 2023 | 33.66% |
| March 31, 2023 | 33.66% |
| February 28, 2023 | 33.66% |
| January 31, 2023 | 33.66% |
| December 31, 2022 | 33.66% |
| November 30, 2022 | 33.66% |
| October 31, 2022 | 33.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.66% |
| August 31, 2022 | 33.66% |
| July 31, 2022 | 33.66% |
| June 30, 2022 | 33.66% |
| May 31, 2022 | 33.66% |
| April 30, 2022 | 33.66% |
| March 31, 2022 | 33.66% |
| February 28, 2022 | 33.66% |
| January 31, 2022 | 33.66% |
| December 31, 2021 | 33.66% |
| November 30, 2021 | 33.66% |
| October 31, 2021 | 33.66% |
| September 30, 2021 | 33.66% |
| August 31, 2021 | 33.66% |
| July 31, 2021 | 33.66% |
| June 30, 2021 | 33.66% |
| May 31, 2021 | 33.66% |
| April 30, 2021 | 33.66% |
| March 31, 2021 | 33.66% |
| February 28, 2021 | 33.66% |
| January 31, 2021 | 33.66% |
| December 31, 2020 | 33.66% |
| November 30, 2020 | 33.66% |
| October 31, 2020 | 33.66% |
| September 30, 2020 | 33.66% |
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
31.94%
Minimum
Nov 2019
38.32%
Maximum
Oct 2023
34.60%
Average
33.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Imax Corp | 83.43% |
| Lions Gate Entertainment Corp | 86.88% |
| UpSnap Inc | 99.60% |
| Karbon-X Corp | -- |
| Lionsgate Studios Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.224 |
| Beta (5Y) | 0.7519 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.36% |
| Historical Sharpe Ratio (5Y) | 0.0236 |
| Historical Sortino (5Y) | 0.0314 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.48% |