Telefonica Brasil SA (VIV)
8.75
+0.04
(+0.46%)
USD |
NYSE |
Nov 22, 16:00
8.75
0.00 (0.00%)
After-Hours: 19:01
Telefonica Brasil Max Drawdown (5Y): 48.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.23% |
| September 30, 2024 | 48.23% |
| August 31, 2024 | 48.23% |
| July 31, 2024 | 48.23% |
| June 30, 2024 | 48.23% |
| May 31, 2024 | 48.23% |
| April 30, 2024 | 48.23% |
| March 31, 2024 | 48.23% |
| February 29, 2024 | 48.23% |
| January 31, 2024 | 48.23% |
| December 31, 2023 | 48.23% |
| November 30, 2023 | 48.23% |
| October 31, 2023 | 48.23% |
| September 30, 2023 | 48.23% |
| August 31, 2023 | 48.23% |
| July 31, 2023 | 48.23% |
| June 30, 2023 | 48.23% |
| May 31, 2023 | 48.23% |
| April 30, 2023 | 48.23% |
| March 31, 2023 | 48.23% |
| February 28, 2023 | 48.23% |
| January 31, 2023 | 48.23% |
| December 31, 2022 | 48.23% |
| November 30, 2022 | 48.23% |
| October 31, 2022 | 48.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.23% |
| August 31, 2022 | 48.23% |
| July 31, 2022 | 48.23% |
| June 30, 2022 | 48.23% |
| May 31, 2022 | 48.23% |
| April 30, 2022 | 48.23% |
| March 31, 2022 | 48.23% |
| February 28, 2022 | 48.23% |
| January 31, 2022 | 48.23% |
| December 31, 2021 | 48.23% |
| November 30, 2021 | 48.23% |
| October 31, 2021 | 48.23% |
| September 30, 2021 | 48.23% |
| August 31, 2021 | 48.23% |
| July 31, 2021 | 48.23% |
| June 30, 2021 | 48.23% |
| May 31, 2021 | 49.42% |
| April 30, 2021 | 49.86% |
| March 31, 2021 | 50.87% |
| February 28, 2021 | 59.17% |
| January 31, 2021 | 64.16% |
| December 31, 2020 | 65.99% |
| November 30, 2020 | 65.99% |
| October 31, 2020 | 65.99% |
| September 30, 2020 | 65.99% |
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
48.23%
Minimum
Jun 2021
65.99%
Maximum
Nov 2019
52.92%
Average
48.23%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| TIM SA | -- |
| Oi SA | 100.0% |
| Telefonica SA | 66.37% |
| Mega Matrix Inc | 95.39% |
| Globalstar Inc | 92.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.95 |
| Beta (5Y) | 0.8166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.32% |
| Historical Sharpe Ratio (5Y) | -0.1162 |
| Historical Sortino (5Y) | -0.1942 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.89% |