PT Bank Central Asia Tbk (PBCRY)
15.10
-0.15
(-0.98%)
USD |
OTCM |
May 06, 16:00
PT Bank Central Asia Max Drawdown (5Y): 83.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.11% |
March 31, 2024 | 83.11% |
February 29, 2024 | 83.11% |
January 31, 2024 | 83.11% |
December 31, 2023 | 83.11% |
November 30, 2023 | 83.11% |
October 31, 2023 | 83.11% |
September 30, 2023 | 83.11% |
August 31, 2023 | 83.11% |
July 31, 2023 | 83.11% |
June 30, 2023 | 83.11% |
May 31, 2023 | 83.11% |
April 30, 2023 | 83.11% |
March 31, 2023 | 83.11% |
February 28, 2023 | 83.11% |
January 31, 2023 | 83.11% |
December 31, 2022 | 83.11% |
November 30, 2022 | 83.11% |
October 31, 2022 | 83.11% |
September 30, 2022 | 83.11% |
August 31, 2022 | 83.11% |
July 31, 2022 | 83.11% |
June 30, 2022 | 83.11% |
May 31, 2022 | 83.11% |
April 30, 2022 | 83.11% |
Date | Value |
---|---|
March 31, 2022 | 83.11% |
February 28, 2022 | 83.11% |
January 31, 2022 | 83.11% |
December 31, 2021 | 83.11% |
November 30, 2021 | 83.11% |
October 31, 2021 | 83.11% |
September 30, 2021 | 83.11% |
August 31, 2021 | 83.11% |
July 31, 2021 | 83.11% |
June 30, 2021 | 83.11% |
May 31, 2021 | 83.11% |
April 30, 2021 | 83.11% |
March 31, 2021 | 82.91% |
February 28, 2021 | 81.88% |
January 31, 2021 | 81.06% |
December 31, 2020 | 50.99% |
November 30, 2020 | 51.82% |
October 31, 2020 | 51.82% |
September 30, 2020 | 51.82% |
August 31, 2020 | 52.32% |
July 31, 2020 | 54.99% |
June 30, 2020 | 57.23% |
May 31, 2020 | 58.19% |
April 30, 2020 | 58.19% |
March 31, 2020 | 58.19% |
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
50.99%
Minimum
Dec 2020
83.11%
Maximum
Apr 2021
74.14%
Average
83.11%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.351 |
Beta (5Y) | 0.3703 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 179.1% |
Historical Sharpe Ratio (5Y) | 0.0529 |
Historical Sortino (5Y) | 0.1694 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.31% |