Ayala Corp (AYALY)
12.35
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Ayala Max Drawdown (5Y): 62.03% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 62.03% |
| August 31, 2024 | 62.03% |
| July 31, 2024 | 62.03% |
| June 30, 2024 | 62.03% |
| May 31, 2024 | 62.03% |
| April 30, 2024 | 62.03% |
| March 31, 2024 | 62.03% |
| February 29, 2024 | 62.03% |
| January 31, 2024 | 62.03% |
| December 31, 2023 | 62.03% |
| November 30, 2023 | 62.03% |
| October 31, 2023 | 62.03% |
| September 30, 2023 | 62.03% |
| August 31, 2023 | 62.03% |
| July 31, 2023 | 62.03% |
| June 30, 2023 | 62.03% |
| May 31, 2023 | 62.03% |
| April 30, 2023 | 62.03% |
| March 31, 2023 | 62.03% |
| February 28, 2023 | 62.03% |
| January 31, 2023 | 62.03% |
| December 31, 2022 | 62.03% |
| November 30, 2022 | 62.03% |
| October 31, 2022 | 62.03% |
| September 30, 2022 | 62.03% |
| Date | Value |
|---|---|
| August 31, 2022 | 62.03% |
| July 31, 2022 | 62.03% |
| June 30, 2022 | 62.03% |
| May 31, 2022 | 62.03% |
| April 30, 2022 | 62.03% |
| March 31, 2022 | 62.03% |
| February 28, 2022 | 62.03% |
| January 31, 2022 | 62.03% |
| December 31, 2021 | 62.03% |
| November 30, 2021 | 62.03% |
| October 31, 2021 | 62.03% |
| September 30, 2021 | 62.03% |
| August 31, 2021 | 62.03% |
| July 31, 2021 | 62.03% |
| June 30, 2021 | 62.03% |
| May 31, 2021 | 62.03% |
| April 30, 2021 | 62.03% |
| March 31, 2021 | 62.03% |
| February 28, 2021 | 62.03% |
| January 31, 2021 | 62.03% |
| December 31, 2020 | 62.03% |
| November 30, 2020 | 62.03% |
| October 31, 2020 | 62.03% |
| September 30, 2020 | 62.03% |
| August 31, 2020 | 62.03% |
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
31.62%
Minimum
Nov 2019
62.03%
Maximum
Mar 2020
60.09%
Average
62.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cebu Air Inc | 99.37% |
| San Miguel Corp | 55.91% |
| DMCI Holdings Inc | 86.60% |
| JG Summit Holdings Inc | 54.08% |
| International Container Terminal Services Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.74 |
| Beta (5Y) | 0.239 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.03% |
| Historical Sharpe Ratio (5Y) | -0.1691 |
| Historical Sortino (5Y) | -0.3007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.18% |