PT Ace Hardware Indonesia Tbk (ACEHF)
0.0475
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
PT Ace Hardware Indonesia Max Drawdown (5Y): 91.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.98% |
March 31, 2024 | 91.98% |
February 29, 2024 | 91.98% |
January 31, 2024 | 91.98% |
December 31, 2023 | 91.98% |
November 30, 2023 | 91.98% |
October 31, 2023 | 91.98% |
September 30, 2023 | 91.98% |
August 31, 2023 | 91.98% |
July 31, 2023 | 91.98% |
June 30, 2023 | 91.98% |
May 31, 2023 | 91.98% |
April 30, 2023 | 91.98% |
March 31, 2023 | 91.98% |
February 28, 2023 | 82.93% |
January 31, 2023 | 82.93% |
December 31, 2022 | 82.93% |
November 30, 2022 | 79.94% |
October 31, 2022 | 79.94% |
September 30, 2022 | 73.25% |
August 31, 2022 | 73.25% |
July 31, 2022 | 73.25% |
June 30, 2022 | 66.57% |
May 31, 2022 | 57.56% |
April 30, 2022 | 57.56% |
Date | Value |
---|---|
March 31, 2022 | 57.56% |
February 28, 2022 | 57.56% |
January 31, 2022 | 57.56% |
December 31, 2021 | 54.29% |
November 30, 2021 | 56.82% |
October 31, 2021 | 60.23% |
September 30, 2021 | 60.23% |
August 31, 2021 | 60.23% |
July 31, 2021 | 60.23% |
June 30, 2021 | 60.23% |
May 31, 2021 | 60.23% |
April 30, 2021 | 60.23% |
March 31, 2021 | 60.23% |
February 28, 2021 | 60.23% |
January 31, 2021 | 60.23% |
December 31, 2020 | 60.23% |
November 30, 2020 | 60.23% |
October 31, 2020 | 60.23% |
September 30, 2020 | 60.23% |
August 31, 2020 | 60.23% |
July 31, 2020 | 60.23% |
June 30, 2020 | 60.23% |
May 31, 2020 | 60.23% |
April 30, 2020 | 60.23% |
March 31, 2020 | 60.23% |
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
54.29%
Minimum
Dec 2021
91.98%
Maximum
Mar 2023
69.81%
Average
60.23%
Median
May 2019
Max Drawdown (5Y) Benchmarks
PT Bukalapak.com Tbk | -- |
PT Mitra Adiperkasa Tbk | 98.15% |
Flanigan'S Enterprises Inc | 69.97% |
Birks Group Inc | 88.31% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.26 |
Beta (5Y) | 0.0226 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.96% |
Historical Sharpe Ratio (5Y) | -0.2086 |
Historical Sortino (5Y) | -0.323 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.18% |