Bank of the Philippine Islands (BPHLF)
2.003
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Bank of the Philippine Islands Max Drawdown (5Y): 71.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.80% |
March 31, 2024 | 71.80% |
February 29, 2024 | 71.80% |
January 31, 2024 | 71.80% |
December 31, 2023 | 71.80% |
November 30, 2023 | 71.80% |
October 31, 2023 | 71.80% |
September 30, 2023 | 71.80% |
August 31, 2023 | 71.80% |
July 31, 2023 | 71.80% |
June 30, 2023 | 71.80% |
May 31, 2023 | 71.80% |
April 30, 2023 | 71.80% |
March 31, 2023 | 71.80% |
February 28, 2023 | 71.80% |
January 31, 2023 | 71.80% |
December 31, 2022 | 71.80% |
November 30, 2022 | 71.80% |
October 31, 2022 | 88.88% |
September 30, 2022 | 88.88% |
August 31, 2022 | 88.88% |
July 31, 2022 | 88.88% |
June 30, 2022 | 88.88% |
May 31, 2022 | 88.88% |
April 30, 2022 | 88.88% |
Date | Value |
---|---|
March 31, 2022 | 88.88% |
February 28, 2022 | 88.88% |
January 31, 2022 | 88.88% |
December 31, 2021 | 88.88% |
November 30, 2021 | 88.88% |
October 31, 2021 | 88.88% |
September 30, 2021 | 88.88% |
August 31, 2021 | 88.88% |
July 31, 2021 | 88.88% |
June 30, 2021 | 88.88% |
May 31, 2021 | 88.88% |
April 30, 2021 | 88.88% |
March 31, 2021 | 88.88% |
February 28, 2021 | 88.88% |
January 31, 2021 | 88.88% |
December 31, 2020 | 88.88% |
November 30, 2020 | 88.88% |
October 31, 2020 | 88.88% |
September 30, 2020 | 88.88% |
August 31, 2020 | 88.88% |
July 31, 2020 | 88.88% |
June 30, 2020 | 88.88% |
May 31, 2020 | 88.88% |
April 30, 2020 | 88.88% |
March 31, 2020 | 88.88% |
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
71.80%
Minimum
Nov 2022
88.88%
Maximum
May 2019
83.76%
Average
88.88%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Bounce Mobile Systems Inc | 99.80% |
Metropolitan Bank & Trust Co | -- |
BDO Unibank Inc | 53.02% |
Security Bank Corp | 68.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.223 |
Beta (5Y) | 0.627 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.83% |
Historical Sharpe Ratio (5Y) | 0.1933 |
Historical Sortino (5Y) | 0.3016 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.24% |