PT Xl Axiata Tbk (PTXKY)
3.37
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
PT Xl Axiata Max Drawdown (5Y): 75.44% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 75.44% |
April 30, 2024 | 75.44% |
March 31, 2024 | 75.44% |
February 29, 2024 | 75.44% |
January 31, 2024 | 75.44% |
December 31, 2023 | 75.44% |
November 30, 2023 | 76.00% |
October 31, 2023 | 77.55% |
September 30, 2023 | 79.70% |
August 31, 2023 | 79.70% |
July 31, 2023 | 79.70% |
June 30, 2023 | 79.70% |
May 31, 2023 | 79.70% |
April 30, 2023 | 79.70% |
March 31, 2023 | 79.70% |
February 28, 2023 | 79.70% |
January 31, 2023 | 79.70% |
December 31, 2022 | 79.70% |
November 30, 2022 | 79.70% |
October 31, 2022 | 79.70% |
September 30, 2022 | 79.70% |
August 31, 2022 | 79.70% |
July 31, 2022 | 79.70% |
June 30, 2022 | 79.70% |
May 31, 2022 | 79.70% |
Date | Value |
---|---|
April 30, 2022 | 79.70% |
March 31, 2022 | 79.70% |
February 28, 2022 | 79.70% |
January 31, 2022 | 79.70% |
December 31, 2021 | 79.70% |
November 30, 2021 | 79.70% |
October 31, 2021 | 79.70% |
September 30, 2021 | 79.70% |
August 31, 2021 | 80.45% |
July 31, 2021 | 80.45% |
June 30, 2021 | 80.45% |
May 31, 2021 | 80.45% |
April 30, 2021 | 80.45% |
March 31, 2021 | 80.45% |
February 28, 2021 | 80.45% |
January 31, 2021 | 80.45% |
December 31, 2020 | 80.45% |
November 30, 2020 | 80.45% |
October 31, 2020 | 80.45% |
September 30, 2020 | 80.45% |
August 31, 2020 | 80.45% |
July 31, 2020 | 80.45% |
June 30, 2020 | 80.45% |
May 31, 2020 | 80.45% |
April 30, 2020 | 80.45% |
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
75.44%
Minimum
Dec 2023
80.45%
Maximum
Jun 2019
79.52%
Average
79.70%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
PT Telkom Indonesia (Persero) Tbk | 50.55% |
PT Sarana Menara Nusantara Tbk | 70.59% |
PT Indosat Tbk | 71.57% |
PT Media Nusantara Citra Tbk | 70.80% |
PT Tower Bersama Infrastructure Tbk | 10.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.62 |
Beta (5Y) | 0.8096 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.94% |
Historical Sharpe Ratio (5Y) | -0.0735 |
Historical Sortino (5Y) | -0.1214 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.23% |