PT Bank Rakyat Indonesia (Persero) Tbk (BKRKY)
13.62
+0.45
(+3.42%)
USD |
OTCM |
Dec 04, 16:00
PT Bank Rakyat Indonesia Max Drawdown (5Y): 55.73% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 55.73% |
| October 31, 2024 | 55.73% |
| September 30, 2024 | 55.73% |
| August 31, 2024 | 55.73% |
| July 31, 2024 | 55.73% |
| June 30, 2024 | 55.73% |
| May 31, 2024 | 55.73% |
| April 30, 2024 | 55.73% |
| March 31, 2024 | 55.73% |
| February 29, 2024 | 55.73% |
| January 31, 2024 | 55.73% |
| December 31, 2023 | 55.73% |
| November 30, 2023 | 55.73% |
| October 31, 2023 | 55.73% |
| September 30, 2023 | 55.73% |
| August 31, 2023 | 55.73% |
| July 31, 2023 | 55.73% |
| June 30, 2023 | 55.73% |
| May 31, 2023 | 55.73% |
| April 30, 2023 | 55.73% |
| March 31, 2023 | 55.73% |
| February 28, 2023 | 55.73% |
| January 31, 2023 | 55.73% |
| December 31, 2022 | 55.73% |
| November 30, 2022 | 55.73% |
| Date | Value |
|---|---|
| October 31, 2022 | 55.73% |
| September 30, 2022 | 55.73% |
| August 31, 2022 | 55.73% |
| July 31, 2022 | 55.73% |
| June 30, 2022 | 55.73% |
| May 31, 2022 | 55.73% |
| April 30, 2022 | 55.73% |
| March 31, 2022 | 55.73% |
| February 28, 2022 | 55.73% |
| January 31, 2022 | 55.73% |
| December 31, 2021 | 55.73% |
| November 30, 2021 | 55.73% |
| October 31, 2021 | 55.73% |
| September 30, 2021 | 55.73% |
| August 31, 2021 | 55.73% |
| July 31, 2021 | 55.73% |
| June 30, 2021 | 55.73% |
| May 31, 2021 | 55.73% |
| April 30, 2021 | 55.73% |
| March 31, 2021 | 55.73% |
| February 28, 2021 | 55.73% |
| January 31, 2021 | 55.73% |
| December 31, 2020 | 55.73% |
| November 30, 2020 | 55.73% |
| October 31, 2020 | 55.73% |
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
46.08%
Minimum
Dec 2019
55.73%
Maximum
May 2020
55.21%
Average
55.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.02 |
| Beta (5Y) | 0.9600 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.25% |
| Historical Sharpe Ratio (5Y) | 0.0216 |
| Historical Sortino (5Y) | 0.0294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.72% |