Ayala Corp (AYALY)
9.85
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Ayala Max Drawdown (5Y): 62.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.03% |
March 31, 2024 | 62.03% |
February 29, 2024 | 62.03% |
January 31, 2024 | 62.03% |
December 31, 2023 | 62.03% |
November 30, 2023 | 62.03% |
October 31, 2023 | 62.03% |
September 30, 2023 | 62.03% |
August 31, 2023 | 62.03% |
July 31, 2023 | 62.03% |
June 30, 2023 | 62.03% |
May 31, 2023 | 62.03% |
April 30, 2023 | 62.03% |
March 31, 2023 | 62.03% |
February 28, 2023 | 62.03% |
January 31, 2023 | 62.03% |
December 31, 2022 | 62.03% |
November 30, 2022 | 62.03% |
October 31, 2022 | 62.03% |
September 30, 2022 | 62.03% |
August 31, 2022 | 62.03% |
July 31, 2022 | 62.03% |
June 30, 2022 | 62.03% |
May 31, 2022 | 62.03% |
April 30, 2022 | 62.03% |
Date | Value |
---|---|
March 31, 2022 | 62.03% |
February 28, 2022 | 62.03% |
January 31, 2022 | 62.03% |
December 31, 2021 | 62.03% |
November 30, 2021 | 62.03% |
October 31, 2021 | 62.03% |
September 30, 2021 | 62.03% |
August 31, 2021 | 62.03% |
July 31, 2021 | 62.03% |
June 30, 2021 | 62.03% |
May 31, 2021 | 62.03% |
April 30, 2021 | 62.03% |
March 31, 2021 | 62.03% |
February 28, 2021 | 62.03% |
January 31, 2021 | 62.03% |
December 31, 2020 | 62.03% |
November 30, 2020 | 62.03% |
October 31, 2020 | 62.03% |
September 30, 2020 | 62.03% |
August 31, 2020 | 62.03% |
July 31, 2020 | 62.03% |
June 30, 2020 | 62.03% |
May 31, 2020 | 62.03% |
April 30, 2020 | 62.03% |
March 31, 2020 | 62.03% |
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
31.62%
Minimum
May 2019
62.03%
Maximum
Mar 2020
57.08%
Average
62.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Alliance Global Group Inc | 65.53% |
Cebu Air Inc | 84.57% |
San Miguel Corp | 55.91% |
DMCI Holdings Inc | 86.60% |
JG Summit Holdings Inc | 54.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.69 |
Beta (5Y) | 0.3129 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.93% |
Historical Sharpe Ratio (5Y) | -0.2182 |
Historical Sortino (5Y) | -0.3899 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.18% |