PT Gudang Garam Tbk (GGNPF)
1.125
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
PT Gudang Garam Max Drawdown (5Y): 82.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.25% |
March 31, 2024 | 82.25% |
February 29, 2024 | 82.25% |
January 31, 2024 | 82.25% |
December 31, 2023 | 82.25% |
November 30, 2023 | 82.25% |
October 31, 2023 | 82.25% |
September 30, 2023 | 82.25% |
August 31, 2023 | 82.25% |
July 31, 2023 | 82.25% |
June 30, 2023 | 82.25% |
May 31, 2023 | 82.25% |
April 30, 2023 | 82.25% |
March 31, 2023 | 82.25% |
February 28, 2023 | 82.25% |
January 31, 2023 | 82.25% |
December 31, 2022 | 82.25% |
November 30, 2022 | 76.44% |
October 31, 2022 | 76.44% |
September 30, 2022 | 76.44% |
August 31, 2022 | 76.44% |
July 31, 2022 | 76.44% |
June 30, 2022 | 76.44% |
May 31, 2022 | 76.44% |
April 30, 2022 | 76.44% |
Date | Value |
---|---|
March 31, 2022 | 76.44% |
February 28, 2022 | 76.44% |
January 31, 2022 | 76.44% |
December 31, 2021 | 76.44% |
November 30, 2021 | 76.44% |
October 31, 2021 | 76.44% |
September 30, 2021 | 76.44% |
August 31, 2021 | 76.44% |
July 31, 2021 | 76.44% |
June 30, 2021 | 76.44% |
May 31, 2021 | 76.44% |
April 30, 2021 | 76.44% |
March 31, 2021 | 76.44% |
February 28, 2021 | 76.44% |
January 31, 2021 | 76.44% |
December 31, 2020 | 76.44% |
November 30, 2020 | 76.44% |
October 31, 2020 | 76.44% |
September 30, 2020 | 76.44% |
August 31, 2020 | 76.44% |
July 31, 2020 | 76.44% |
June 30, 2020 | 76.44% |
May 31, 2020 | 76.44% |
April 30, 2020 | 76.44% |
March 31, 2020 | 76.44% |
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
27.67%
Minimum
May 2019
82.25%
Maximum
Dec 2022
71.67%
Average
76.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.34 |
Beta (5Y) | 0.9134 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.90% |
Historical Sharpe Ratio (5Y) | -0.5879 |
Historical Sortino (5Y) | -0.8453 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.57% |