Alliance Global Group Inc (ALGGF)
0.1754
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
Alliance Global Group Max Drawdown (5Y): 65.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.53% |
March 31, 2024 | 65.53% |
February 29, 2024 | 65.53% |
January 31, 2024 | 65.53% |
December 31, 2023 | 65.53% |
November 30, 2023 | 65.53% |
October 31, 2023 | 65.53% |
September 30, 2023 | 65.53% |
August 31, 2023 | 65.53% |
July 31, 2023 | 65.53% |
June 30, 2023 | 65.53% |
May 31, 2023 | 65.53% |
April 30, 2023 | 65.53% |
March 31, 2023 | 65.53% |
February 28, 2023 | 65.53% |
January 31, 2023 | 65.53% |
December 31, 2022 | 65.53% |
November 30, 2022 | 65.53% |
October 31, 2022 | 65.53% |
September 30, 2022 | 65.53% |
August 31, 2022 | 65.53% |
July 31, 2022 | 65.53% |
June 30, 2022 | 65.53% |
May 31, 2022 | 65.53% |
April 30, 2022 | 65.53% |
Date | Value |
---|---|
March 31, 2022 | 65.53% |
February 28, 2022 | 65.53% |
January 31, 2022 | 65.53% |
December 31, 2021 | 65.53% |
November 30, 2021 | 65.53% |
October 31, 2021 | 65.53% |
September 30, 2021 | 65.53% |
August 31, 2021 | 65.53% |
July 31, 2021 | 65.53% |
June 30, 2021 | 65.53% |
May 31, 2021 | 65.53% |
April 30, 2021 | 65.53% |
March 31, 2021 | 65.53% |
February 28, 2021 | 65.53% |
January 31, 2021 | 65.53% |
December 31, 2020 | 65.53% |
November 30, 2020 | 65.53% |
October 31, 2020 | 65.53% |
September 30, 2020 | 65.53% |
August 31, 2020 | 65.53% |
July 31, 2020 | 65.53% |
June 30, 2020 | 65.53% |
May 31, 2020 | 65.53% |
April 30, 2020 | 62.65% |
March 31, 2020 | 48.29% |
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
28.41%
Minimum
May 2019
65.53%
Maximum
May 2020
59.93%
Average
65.53%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Ayala Corp | 62.03% |
Cebu Air Inc | 71.76% |
San Miguel Corp | 55.91% |
DMCI Holdings Inc | 86.60% |
JG Summit Holdings Inc | 54.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.292 |
Beta (5Y) | -0.1595 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.22% |
Historical Sharpe Ratio (5Y) | -0.1607 |
Historical Sortino (5Y) | -0.2657 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.23% |