Ayala Land Inc (AYAAF)
0.48
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Ayala Land Max Drawdown (5Y): 61.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.01% |
| March 31, 2024 | 61.01% |
| February 29, 2024 | 61.01% |
| January 31, 2024 | 61.01% |
| December 31, 2023 | 61.01% |
| November 30, 2023 | 61.01% |
| October 31, 2023 | 61.01% |
| September 30, 2023 | 61.01% |
| August 31, 2023 | 61.01% |
| July 31, 2023 | 61.01% |
| June 30, 2023 | 61.01% |
| May 31, 2023 | 58.30% |
| April 30, 2023 | 58.30% |
| March 31, 2023 | 58.30% |
| February 28, 2023 | 58.30% |
| January 31, 2023 | 58.30% |
| December 31, 2022 | 58.30% |
| November 30, 2022 | 58.30% |
| October 31, 2022 | 54.42% |
| September 30, 2022 | 54.12% |
| August 31, 2022 | 54.12% |
| July 31, 2022 | 54.12% |
| June 30, 2022 | 54.12% |
| May 31, 2022 | 52.21% |
| April 30, 2022 | 44.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.56% |
| February 28, 2022 | 44.56% |
| January 31, 2022 | 44.56% |
| December 31, 2021 | 44.56% |
| November 30, 2021 | 44.56% |
| October 31, 2021 | 44.56% |
| September 30, 2021 | 44.56% |
| August 31, 2021 | 40.95% |
| July 31, 2021 | 40.95% |
| June 30, 2021 | 40.95% |
| May 31, 2021 | 40.95% |
| April 30, 2021 | 40.95% |
| March 31, 2021 | 40.95% |
| February 28, 2021 | 40.95% |
| January 31, 2021 | 40.95% |
| December 31, 2020 | 40.95% |
| November 30, 2020 | 40.95% |
| October 31, 2020 | 40.95% |
| September 30, 2020 | 40.95% |
| August 31, 2020 | 40.95% |
| July 31, 2020 | 40.95% |
| June 30, 2020 | 40.95% |
| May 31, 2020 | 40.95% |
| April 30, 2020 | 40.95% |
| March 31, 2020 | 21.44% |
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
21.44%
Minimum
May 2019
61.01%
Maximum
Jun 2023
44.85%
Average
44.56%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Megaworld Corp | 73.92% |
| SM Prime Holdings Inc | 46.99% |
| Robinsons Land Corp | -- |
| Trinity Place Holdings Inc | 98.11% |
| Belpointe PREP LLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.62 |
| Beta (5Y) | -0.2242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.25% |
| Historical Sharpe Ratio (5Y) | -0.3522 |
| Historical Sortino (5Y) | -0.5476 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.15% |