T AT&T Inc.
Fundamental Data
Get detailed Fundamental insights of AT&T Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | -0.09 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of T
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Jul 5, 2016 | May 17, 2024 | -59.01% | 2874 |
| Jun 26, 2015 | Jan 29, 2016 | -12.12% | 218 |
| Feb 9, 2015 | May 15, 2015 | -6.76% | 96 |
| Mar 30, 2016 | May 11, 2016 | -4.03% | 43 |
| Jan 22, 2015 | Feb 2, 2015 | -3.86% | 12 |
| May 13, 2016 | Jun 6, 2016 | -3.12% | 25 |
| Jun 5, 2015 | Jun 22, 2015 | -2.44% | 18 |
| Feb 9, 2016 | Feb 24, 2016 | -2.43% | 16 |
| May 22, 2015 | Jun 3, 2015 | -2.04% | 13 |
| Mar 18, 2016 | Mar 28, 2016 | -1.49% | 11 |
T vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
T
S&P500
Metric T S&P500
| Cumulative Return | -31.92% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | -2.79% | 7.23% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.09 | 0.91 |
| Max Drawdown | -59.01% | -34.1% |
| Longest Drawdown Days | 2874 | 745 |
| Volatility (ann.) | 23.09% | 17.95% |
| Correlation | 50.07% | - |
| R^2 | 0.25 | - |
| Calmar | -0.05 | 0.21 |
| Skew | -0.27 | -0.55 |
| Kurtosis | 8.01 | 12.55 |
| Expected Daily | -0.02% | 0.04% |
| Expected Monthly | -0.34% | 0.84% |
| Expected Yearly | -3.77% | 9.93% |
| Kelly Criterion | -3.69% | 5.45% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -2.40% | -1.81% |
| Expected Shortfall (cVaR) | -2.40% | -1.81% |
| Max Consecutive Wins | 10 | 10 |
| Max Consecutive Losses | 10 | 8 |
| Gain/Pain Ratio | -0.01 | 0.13 |
| Gain/Pain (1M) | -0.05 | 0.74 |
| Payoff Ratio | 0.88 | 0.95 |
| Profit Factor | 0.99 | 1.13 |
| Outlier Win Ratio | 3.53 | 4.50 |
| Outlier Loss Ratio | 3.55 | 4.85 |
| MTD | 3.02% | 5.47% |
| 3M | 2.53% | 5.99% |
| 6M | 9.57% | 17.60% |
| YTD | 3.69% | 11.39% |
| 1Y | 5.26% | 29.06% |
| 3Y (ann.) | -5.33% | 5.51% |
| Best Day | 10.02% | 9.06% |
| Worst Day | -10.41% | -10.94% |
| Best Month | 18.84% | 12.70% |
| Worst Month | -17.23% | -13.00% |
| Best Year | 36.95% | 28.79% |
| Worst Year | -26.61% | -19.48% |
| Avg. Drawdown | -4.75% | -1.81% |
| Avg. Drawdown Days | 152 | 22 |
| Recovery Factor | 0.23 | 3.22 |
| Ulcer Index | 0.31 | 0.08 |
| Avg. Up Month | 4.92% | 4.13% |
| Avg. Down Month | -5.21% | -4.38% |
| Win Days | 51.58% | 54.06% |
| Win Month | 46.90% | 66.37% |
| Win Quarter | 50.00% | 76.32% |
| Win Year | 40.00% | 70.00% |