JG Summit Holdings Inc (JGSHF)
0.6412
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
JG Summit Holdings Max Drawdown (5Y): 54.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.08% |
| March 31, 2024 | 54.08% |
| February 29, 2024 | 54.08% |
| January 31, 2024 | 54.08% |
| December 31, 2023 | 54.08% |
| November 30, 2023 | 48.08% |
| October 31, 2023 | 48.08% |
| September 30, 2023 | 49.12% |
| August 31, 2023 | 54.31% |
| July 31, 2023 | 54.31% |
| June 30, 2023 | 54.31% |
| May 31, 2023 | 54.31% |
| April 30, 2023 | 54.31% |
| March 31, 2023 | 54.31% |
| February 28, 2023 | 54.31% |
| January 31, 2023 | 54.31% |
| December 31, 2022 | 54.31% |
| November 30, 2022 | 54.31% |
| October 31, 2022 | 54.31% |
| September 30, 2022 | 54.31% |
| August 31, 2022 | 54.31% |
| July 31, 2022 | 54.31% |
| June 30, 2022 | 54.31% |
| May 31, 2022 | 54.31% |
| April 30, 2022 | 54.31% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.31% |
| February 28, 2022 | 54.31% |
| January 31, 2022 | 54.31% |
| December 31, 2021 | 54.31% |
| November 30, 2021 | 54.31% |
| October 31, 2021 | 54.31% |
| September 30, 2021 | 54.31% |
| August 31, 2021 | 54.31% |
| July 31, 2021 | 54.31% |
| June 30, 2021 | 54.31% |
| May 31, 2021 | 54.31% |
| April 30, 2021 | 54.31% |
| March 31, 2021 | 54.31% |
| February 28, 2021 | 54.31% |
| January 31, 2021 | 54.31% |
| December 31, 2020 | 54.31% |
| November 30, 2020 | 54.31% |
| October 31, 2020 | 54.31% |
| September 30, 2020 | 54.31% |
| August 31, 2020 | 54.31% |
| July 31, 2020 | 54.31% |
| June 30, 2020 | 54.31% |
| May 31, 2020 | 54.31% |
| April 30, 2020 | 54.31% |
| March 31, 2020 | 54.31% |
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
48.08%
Minimum
Oct 2023
54.31%
Maximum
May 2019
54.00%
Average
54.31%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Ayala Corp | 62.03% |
| Cebu Air Inc | 71.76% |
| San Miguel Corp | 55.91% |
| DMCI Holdings Inc | 86.60% |
| International Container Terminal Services Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.446 |
| Beta (5Y) | 0.0529 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.34% |
| Historical Sharpe Ratio (5Y) | -0.3126 |
| Historical Sortino (5Y) | -0.3557 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.29% |