DMCI Holdings Inc (DMCHY)
1.90
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
DMCI Holdings Max Drawdown (5Y): 86.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.60% |
March 31, 2024 | 86.60% |
February 29, 2024 | 86.60% |
January 31, 2024 | 86.60% |
December 31, 2023 | 86.60% |
November 30, 2023 | 86.60% |
October 31, 2023 | 86.60% |
September 30, 2023 | 86.60% |
August 31, 2023 | 86.60% |
July 31, 2023 | 86.60% |
June 30, 2023 | 86.60% |
May 31, 2023 | 86.60% |
April 30, 2023 | 86.60% |
March 31, 2023 | 86.60% |
February 28, 2023 | 86.60% |
January 31, 2023 | 86.60% |
December 31, 2022 | 86.60% |
November 30, 2022 | 86.60% |
October 31, 2022 | 86.60% |
September 30, 2022 | 86.60% |
August 31, 2022 | 86.60% |
July 31, 2022 | 86.60% |
June 30, 2022 | 86.60% |
May 31, 2022 | 86.60% |
April 30, 2022 | 86.60% |
Date | Value |
---|---|
March 31, 2022 | 86.60% |
February 28, 2022 | 86.60% |
January 31, 2022 | 86.60% |
December 31, 2021 | 86.60% |
November 30, 2021 | 86.60% |
October 31, 2021 | 86.60% |
September 30, 2021 | 86.60% |
August 31, 2021 | 86.60% |
July 31, 2021 | 86.60% |
June 30, 2021 | 86.60% |
May 31, 2021 | 86.60% |
April 30, 2021 | 86.60% |
March 31, 2021 | 86.60% |
February 28, 2021 | 86.60% |
January 31, 2021 | 86.60% |
December 31, 2020 | 86.60% |
November 30, 2020 | 86.60% |
October 31, 2020 | 86.60% |
September 30, 2020 | 81.94% |
August 31, 2020 | 81.94% |
July 31, 2020 | 81.94% |
June 30, 2020 | 79.77% |
May 31, 2020 | 79.77% |
April 30, 2020 | 78.90% |
March 31, 2020 | 75.35% |
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
57.96%
Minimum
May 2019
86.60%
Maximum
Oct 2020
81.70%
Average
86.60%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Ayala Corp | 62.03% |
Cebu Air Inc | 71.76% |
San Miguel Corp | 55.91% |
JG Summit Holdings Inc | 54.08% |
International Container Terminal Services Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.732 |
Beta (5Y) | 0.7024 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.59% |
Historical Sharpe Ratio (5Y) | -0.0295 |
Historical Sortino (5Y) | -0.0592 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.81% |