T-Mobile US Inc (TMUS)
164.60
-0.31
(-0.19%)
USD |
NASDAQ |
May 03, 16:00
164.57
-0.03
(-0.02%)
After-Hours: 20:00
T-Mobile US Max Drawdown (5Y): 31.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 26.04% |
July 31, 2020 | 26.04% |
June 30, 2020 | 26.04% |
May 31, 2020 | 26.04% |
April 30, 2020 | 26.04% |
March 31, 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
28.79%
Average
29.52%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Comcast Corp | 52.12% |
AT&T Inc | 39.45% |
Verizon Communications Inc | 41.16% |
Charter Communications Inc | 68.99% |
Meta Platforms Inc | 76.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.38 |
Beta (5Y) | 0.4815 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.33% |
Historical Sharpe Ratio (5Y) | 0.7052 |
Historical Sortino (5Y) | 1.192 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.40% |