PT Bank Negara Indonesia (Persero) Tbk (PTBRY)
16.31
-0.54
(-3.19%)
USD |
OTCM |
May 17, 15:51
PT Bank Negara Indonesia Max Drawdown (5Y): 67.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.62% |
March 31, 2024 | 67.62% |
February 29, 2024 | 67.62% |
January 31, 2024 | 67.62% |
December 31, 2023 | 67.62% |
November 30, 2023 | 67.62% |
October 31, 2023 | 67.62% |
September 30, 2023 | 67.62% |
August 31, 2023 | 67.62% |
July 31, 2023 | 67.62% |
June 30, 2023 | 67.62% |
May 31, 2023 | 67.62% |
April 30, 2023 | 67.62% |
March 31, 2023 | 67.62% |
February 28, 2023 | 67.62% |
January 31, 2023 | 67.62% |
December 31, 2022 | 67.62% |
November 30, 2022 | 67.62% |
October 31, 2022 | 67.62% |
September 30, 2022 | 67.62% |
August 31, 2022 | 67.62% |
July 31, 2022 | 67.62% |
June 30, 2022 | 67.62% |
May 31, 2022 | 67.62% |
April 30, 2022 | 67.62% |
Date | Value |
---|---|
March 31, 2022 | 67.62% |
February 28, 2022 | 67.62% |
January 31, 2022 | 67.62% |
December 31, 2021 | 67.62% |
November 30, 2021 | 67.62% |
October 31, 2021 | 67.62% |
September 30, 2021 | 67.62% |
August 31, 2021 | 67.62% |
July 31, 2021 | 67.62% |
June 30, 2021 | 67.62% |
May 31, 2021 | 67.62% |
April 30, 2021 | 67.62% |
March 31, 2021 | 67.62% |
February 28, 2021 | 67.62% |
January 31, 2021 | 67.62% |
December 31, 2020 | 67.62% |
November 30, 2020 | 67.62% |
October 31, 2020 | 67.62% |
September 30, 2020 | 67.62% |
August 31, 2020 | 67.62% |
July 31, 2020 | 67.62% |
June 30, 2020 | 67.62% |
May 31, 2020 | 67.62% |
April 30, 2020 | 67.62% |
March 31, 2020 | 63.57% |
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
34.77%
Minimum
May 2019
67.62%
Maximum
Apr 2020
62.08%
Average
67.62%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.073 |
Beta (5Y) | 0.7284 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.39% |
Historical Sharpe Ratio (5Y) | -0.0215 |
Historical Sortino (5Y) | -0.026 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.31% |