Telefonica Brasil SA (VIV)
15.69
+0.20
(+1.29%)
USD |
NYSE |
Feb 19, 16:00
15.41
-0.28
(-1.78%)
Pre-Market: 09:12
Telefonica Brasil Max Drawdown (5Y) : 44.94% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| TIM SA (Brazil) | 35.99% |
| Orange SA | 37.28% |
| Telecom Italia SpA | 84.18% |
| Chunghwa Telecom Co., Ltd. | 23.83% |
| Bezeq The Israeli Telecommunication Corp. Ltd. | 56.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.390 |
| Beta (5Y) | 0.6724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.70% |
| Historical Sharpe Ratio (5Y) | 0.5715 |
| Historical Sortino (5Y) | 1.192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.13% |