Globe Telecom Inc (GTMEY)
32.87
0.00 (0.00%)
USD |
OTCM |
Jun 26, 16:00
Globe Telecom Max Drawdown (5Y): 57.06% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 57.06% |
| April 30, 2024 | 57.06% |
| March 31, 2024 | 57.06% |
| February 29, 2024 | 57.06% |
| January 31, 2024 | 57.06% |
| December 31, 2023 | 57.06% |
| November 30, 2023 | 50.11% |
| October 31, 2023 | 50.11% |
| September 30, 2023 | 50.11% |
| August 31, 2023 | 50.11% |
| July 31, 2023 | 50.11% |
| June 30, 2023 | 39.00% |
| May 31, 2023 | 39.00% |
| April 30, 2023 | 45.90% |
| March 31, 2023 | 45.90% |
| February 28, 2023 | 46.83% |
| January 31, 2023 | 46.83% |
| December 31, 2022 | 46.83% |
| November 30, 2022 | 46.83% |
| October 31, 2022 | 46.83% |
| September 30, 2022 | 46.83% |
| August 31, 2022 | 46.83% |
| July 31, 2022 | 46.83% |
| June 30, 2022 | 46.83% |
| May 31, 2022 | 46.83% |
| Date | Value |
|---|---|
| April 30, 2022 | 46.83% |
| March 31, 2022 | 46.83% |
| February 28, 2022 | 46.83% |
| January 31, 2022 | 46.83% |
| December 31, 2021 | 46.83% |
| November 30, 2021 | 46.83% |
| October 31, 2021 | 46.83% |
| September 30, 2021 | 51.73% |
| August 31, 2021 | 53.67% |
| July 31, 2021 | 53.67% |
| June 30, 2021 | 53.67% |
| May 31, 2021 | 53.67% |
| April 30, 2021 | 53.67% |
| March 31, 2021 | 53.67% |
| February 28, 2021 | 53.67% |
| January 31, 2021 | 53.67% |
| December 31, 2020 | 53.67% |
| November 30, 2020 | 53.67% |
| October 31, 2020 | 53.67% |
| September 30, 2020 | 53.67% |
| August 31, 2020 | 53.67% |
| July 31, 2020 | 53.67% |
| June 30, 2020 | 53.67% |
| May 31, 2020 | 53.67% |
| April 30, 2020 | 53.67% |
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
39.00%
Minimum
May 2023
57.06%
Maximum
Dec 2023
51.00%
Average
53.67%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| PLDT Inc | 67.43% |
| Dito CME Holdings Corp | -- |
| Mega Matrix Corp | 95.39% |
| Globalstar Inc | 90.63% |
| Loop Media Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.857 |
| Beta (5Y) | 0.156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.40% |
| Historical Sharpe Ratio (5Y) | -0.0768 |
| Historical Sortino (5Y) | -0.1058 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.18% |