San Miguel Corp (SMGBF)
1.798
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
San Miguel Max Drawdown (5Y): 55.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.91% |
March 31, 2024 | 55.91% |
February 29, 2024 | 55.91% |
January 31, 2024 | 55.91% |
December 31, 2023 | 55.91% |
November 30, 2023 | 55.91% |
October 31, 2023 | 55.91% |
September 30, 2023 | 55.91% |
August 31, 2023 | 55.91% |
July 31, 2023 | 55.91% |
June 30, 2023 | 55.91% |
May 31, 2023 | 55.91% |
April 30, 2023 | 55.91% |
March 31, 2023 | 55.91% |
February 28, 2023 | 55.91% |
January 31, 2023 | 55.91% |
December 31, 2022 | 55.91% |
November 30, 2022 | 55.91% |
October 31, 2022 | 55.91% |
September 30, 2022 | 55.91% |
August 31, 2022 | 55.91% |
July 31, 2022 | 55.91% |
June 30, 2022 | 55.91% |
May 31, 2022 | 55.91% |
April 30, 2022 | 55.91% |
Date | Value |
---|---|
March 31, 2022 | 55.91% |
February 28, 2022 | 55.91% |
January 31, 2022 | 55.91% |
December 31, 2021 | 55.91% |
November 30, 2021 | 55.91% |
October 31, 2021 | 55.91% |
September 30, 2021 | 55.91% |
August 31, 2021 | 55.91% |
July 31, 2021 | 55.91% |
June 30, 2021 | 55.91% |
May 31, 2021 | 55.91% |
April 30, 2021 | 55.91% |
March 31, 2021 | 55.91% |
February 28, 2021 | 55.91% |
January 31, 2021 | 55.91% |
December 31, 2020 | 55.91% |
November 30, 2020 | 65.80% |
October 31, 2020 | 74.39% |
September 30, 2020 | 76.14% |
August 31, 2020 | 76.14% |
July 31, 2020 | 76.14% |
June 30, 2020 | 76.14% |
May 31, 2020 | 76.14% |
April 30, 2020 | 76.14% |
March 31, 2020 | 76.14% |
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
55.91%
Minimum
Dec 2020
76.14%
Maximum
May 2019
62.12%
Average
55.91%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Ayala Corp | 62.03% |
Cebu Air Inc | 71.76% |
DMCI Holdings Inc | 86.60% |
JG Summit Holdings Inc | 54.08% |
International Container Terminal Services Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.74 |
Beta (5Y) | 0.5397 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.51% |
Historical Sharpe Ratio (5Y) | -0.4988 |
Historical Sortino (5Y) | -0.6779 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.81% |