PT Indocement Tunggal Prakarsa Tbk (PITPF)
0.4443
0.00 (0.00%)
USD |
OTCM |
Jun 12, 16:00
PT Indocement Tunggal Prakarsa Max Drawdown (5Y): 68.42% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 68.42% |
April 30, 2024 | 57.09% |
March 31, 2024 | 57.09% |
February 29, 2024 | 57.09% |
January 31, 2024 | 57.09% |
December 31, 2023 | 57.09% |
November 30, 2023 | 57.09% |
October 31, 2023 | 57.09% |
September 30, 2023 | 57.09% |
August 31, 2023 | 57.09% |
July 31, 2023 | 57.09% |
June 30, 2023 | 57.09% |
May 31, 2023 | 57.09% |
April 30, 2023 | 57.09% |
March 31, 2023 | 57.09% |
February 28, 2023 | 57.09% |
January 31, 2023 | 57.09% |
December 31, 2022 | 56.96% |
November 30, 2022 | 56.96% |
October 31, 2022 | 56.96% |
September 30, 2022 | 56.96% |
August 31, 2022 | 56.96% |
July 31, 2022 | 56.96% |
June 30, 2022 | 56.96% |
May 31, 2022 | 53.21% |
Date | Value |
---|---|
April 30, 2022 | 53.21% |
March 31, 2022 | 53.21% |
February 28, 2022 | 53.21% |
January 31, 2022 | 53.21% |
December 31, 2021 | 53.21% |
November 30, 2021 | 53.21% |
October 31, 2021 | 53.21% |
September 30, 2021 | 53.21% |
August 31, 2021 | 53.21% |
July 31, 2021 | 53.21% |
June 30, 2021 | 53.21% |
May 31, 2021 | 53.21% |
April 30, 2021 | 53.21% |
March 31, 2021 | 53.21% |
February 28, 2021 | 53.21% |
January 31, 2021 | 53.21% |
December 31, 2020 | 53.21% |
November 30, 2020 | 53.21% |
October 31, 2020 | 53.21% |
September 30, 2020 | 53.21% |
August 31, 2020 | 53.21% |
July 31, 2020 | 53.21% |
June 30, 2020 | 53.21% |
May 31, 2020 | 53.21% |
April 30, 2020 | 53.21% |
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
53.21%
Minimum
Jun 2019
68.42%
Maximum
May 2024
54.93%
Average
53.21%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.60 |
Beta (5Y) | -0.0366 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.04% |
Historical Sharpe Ratio (5Y) | -0.8723 |
Historical Sortino (5Y) | -1.050 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.42% |