Globe Telecom Inc (GTMEF)
33.60
+0.35
(+1.05%)
USD |
OTCM |
May 17, 16:00
Globe Telecom Max Drawdown (5Y): 54.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.53% |
| March 31, 2024 | 54.53% |
| February 29, 2024 | 54.53% |
| January 31, 2024 | 54.53% |
| December 31, 2023 | 54.53% |
| November 30, 2023 | 54.53% |
| October 31, 2023 | 54.53% |
| September 30, 2023 | 54.53% |
| August 31, 2023 | 54.53% |
| July 31, 2023 | 54.53% |
| June 30, 2023 | 54.53% |
| May 31, 2023 | 54.53% |
| April 30, 2023 | 48.27% |
| March 31, 2023 | 48.27% |
| February 28, 2023 | 48.27% |
| January 31, 2023 | 48.06% |
| December 31, 2022 | 48.06% |
| November 30, 2022 | 45.50% |
| October 31, 2022 | 45.50% |
| September 30, 2022 | 45.50% |
| August 31, 2022 | 45.50% |
| July 31, 2022 | 45.50% |
| June 30, 2022 | 45.50% |
| May 31, 2022 | 45.50% |
| April 30, 2022 | 45.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.50% |
| February 28, 2022 | 45.50% |
| January 31, 2022 | 45.50% |
| December 31, 2021 | 45.50% |
| November 30, 2021 | 45.50% |
| October 31, 2021 | 47.35% |
| September 30, 2021 | 49.19% |
| August 31, 2021 | 49.74% |
| July 31, 2021 | 49.74% |
| June 30, 2021 | 49.74% |
| May 31, 2021 | 49.74% |
| April 30, 2021 | 49.74% |
| March 31, 2021 | 49.74% |
| February 28, 2021 | 49.74% |
| January 31, 2021 | 49.74% |
| December 31, 2020 | 49.74% |
| November 30, 2020 | 49.74% |
| October 31, 2020 | 49.74% |
| September 30, 2020 | 49.74% |
| August 31, 2020 | 49.74% |
| July 31, 2020 | 49.74% |
| June 30, 2020 | 49.74% |
| May 31, 2020 | 49.74% |
| April 30, 2020 | 49.74% |
| March 31, 2020 | 49.74% |
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
45.50%
Minimum
Nov 2021
54.53%
Maximum
May 2023
49.60%
Average
49.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| PLDT Inc | 67.43% |
| Dito CME Holdings Corp | -- |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
| Loop Media Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.376 |
| Beta (5Y) | 0.3159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.57% |
| Historical Sharpe Ratio (5Y) | -0.0262 |
| Historical Sortino (5Y) | -0.0409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.83% |