Cebu Air Inc (CEBUF)
1.20
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Cebu Air Max Drawdown (5Y): 71.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.76% |
March 31, 2024 | 71.76% |
February 29, 2024 | 71.76% |
January 31, 2024 | 71.76% |
December 31, 2023 | 71.76% |
November 30, 2023 | 71.76% |
October 31, 2023 | 71.76% |
September 30, 2023 | 71.76% |
August 31, 2023 | 71.76% |
July 31, 2023 | 71.76% |
June 30, 2023 | 71.76% |
May 31, 2023 | 71.76% |
April 30, 2023 | 71.76% |
March 31, 2023 | 71.76% |
February 28, 2023 | 71.76% |
January 31, 2023 | 71.76% |
December 31, 2022 | 71.76% |
November 30, 2022 | 71.76% |
October 31, 2022 | 71.76% |
September 30, 2022 | 71.76% |
August 31, 2022 | 71.76% |
July 31, 2022 | 71.76% |
June 30, 2022 | 71.76% |
May 31, 2022 | 71.76% |
April 30, 2022 | 71.76% |
Date | Value |
---|---|
March 31, 2022 | 71.76% |
February 28, 2022 | 71.76% |
January 31, 2022 | 71.76% |
December 31, 2021 | 71.76% |
November 30, 2021 | 71.76% |
October 31, 2021 | 71.76% |
September 30, 2021 | 71.76% |
August 31, 2021 | 71.76% |
July 31, 2021 | 71.76% |
June 30, 2021 | 71.76% |
May 31, 2021 | 71.76% |
April 30, 2021 | 71.76% |
March 31, 2021 | 71.76% |
February 28, 2021 | 71.76% |
January 31, 2021 | 71.76% |
December 31, 2020 | 71.76% |
November 30, 2020 | 71.76% |
October 31, 2020 | 71.76% |
September 30, 2020 | 71.76% |
August 31, 2020 | 71.76% |
July 31, 2020 | 71.76% |
June 30, 2020 | 71.76% |
May 31, 2020 | 71.76% |
April 30, 2020 | 63.53% |
March 31, 2020 | 63.53% |
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
52.55%
Minimum
May 2019
71.76%
Maximum
May 2020
68.29%
Average
71.76%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Ayala Corp | 62.03% |
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) | -10.93 |
Beta (5Y) | 0.6816 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.87% |
Historical Sharpe Ratio (5Y) | -0.0607 |
Historical Sortino (5Y) | -0.1292 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.38% |