PT Adaro Energy Indonesia Tbk (ADOOY)
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Jun 27, 14:21
PT Adaro Energy Indonesia Max Drawdown (5Y): 71.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 71.33% |
April 30, 2024 | 71.33% |
March 31, 2024 | 71.33% |
February 29, 2024 | 71.33% |
January 31, 2024 | 71.33% |
December 31, 2023 | 71.33% |
November 30, 2023 | 71.33% |
October 31, 2023 | 71.33% |
September 30, 2023 | 71.33% |
August 31, 2023 | 71.33% |
July 31, 2023 | 71.33% |
June 30, 2023 | 71.33% |
May 31, 2023 | 71.33% |
April 30, 2023 | 71.33% |
March 31, 2023 | 71.33% |
February 28, 2023 | 71.33% |
January 31, 2023 | 71.33% |
December 31, 2022 | 71.33% |
November 30, 2022 | 71.33% |
October 31, 2022 | 71.33% |
September 30, 2022 | 71.33% |
August 31, 2022 | 71.33% |
July 31, 2022 | 71.33% |
June 30, 2022 | 71.33% |
May 31, 2022 | 71.33% |
Date | Value |
---|---|
April 30, 2022 | 71.33% |
March 31, 2022 | 71.33% |
February 28, 2022 | 71.33% |
January 31, 2022 | 71.33% |
December 31, 2021 | 71.33% |
November 30, 2021 | 71.33% |
October 31, 2021 | 71.33% |
September 30, 2021 | 71.33% |
August 31, 2021 | 71.33% |
July 31, 2021 | 71.33% |
June 30, 2021 | 71.33% |
May 31, 2021 | 71.33% |
April 30, 2021 | 71.33% |
March 31, 2021 | 80.85% |
February 28, 2021 | 80.85% |
January 31, 2021 | 80.85% |
December 31, 2020 | 83.50% |
November 30, 2020 | 87.09% |
October 31, 2020 | 87.16% |
September 30, 2020 | 87.32% |
August 31, 2020 | 87.32% |
July 31, 2020 | 87.32% |
June 30, 2020 | 87.32% |
May 31, 2020 | 87.32% |
April 30, 2020 | 87.32% |
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
71.33%
Minimum
Apr 2021
87.32%
Maximum
Jun 2019
76.80%
Average
71.33%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.63 |
Beta (5Y) | 0.8785 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.88% |
Historical Sharpe Ratio (5Y) | 0.5045 |
Historical Sortino (5Y) | 0.7232 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |