Indofood Agri Resources Ltd (INDFY)
11.15
0.00 (0.00%)
USD |
OTCM |
Jun 25, 16:00
Indofood Agri Resources Max Drawdown (5Y): 50.78% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 50.78% |
| April 30, 2024 | 50.78% |
| March 31, 2024 | 50.78% |
| February 29, 2024 | 50.78% |
| January 31, 2024 | 51.67% |
| December 31, 2023 | 57.29% |
| November 30, 2023 | 57.29% |
| October 31, 2023 | 61.42% |
| September 30, 2023 | 61.42% |
| August 31, 2023 | 61.42% |
| July 31, 2023 | 62.91% |
| June 30, 2023 | 62.91% |
| May 31, 2023 | 62.91% |
| April 30, 2023 | 62.91% |
| March 31, 2023 | 62.91% |
| February 28, 2023 | 62.91% |
| January 31, 2023 | 62.91% |
| December 31, 2022 | 62.91% |
| November 30, 2022 | 62.91% |
| October 31, 2022 | 62.91% |
| September 30, 2022 | 62.91% |
| August 31, 2022 | 62.91% |
| July 31, 2022 | 62.91% |
| June 30, 2022 | 62.91% |
| May 31, 2022 | 62.91% |
| Date | Value |
|---|---|
| April 30, 2022 | 62.91% |
| March 31, 2022 | 62.91% |
| February 28, 2022 | 62.91% |
| January 31, 2022 | 62.91% |
| December 31, 2021 | 62.91% |
| November 30, 2021 | 62.91% |
| October 31, 2021 | 62.91% |
| September 30, 2021 | 62.91% |
| August 31, 2021 | 62.91% |
| July 31, 2021 | 62.91% |
| June 30, 2021 | 62.91% |
| May 31, 2021 | 62.91% |
| April 30, 2021 | 62.91% |
| March 31, 2021 | 62.91% |
| February 28, 2021 | 62.91% |
| January 31, 2021 | 62.91% |
| December 31, 2020 | 62.91% |
| November 30, 2020 | 62.91% |
| October 31, 2020 | 62.91% |
| September 30, 2020 | 62.91% |
| August 31, 2020 | 62.91% |
| July 31, 2020 | 62.91% |
| June 30, 2020 | 62.91% |
| May 31, 2020 | 62.91% |
| April 30, 2020 | 62.91% |
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
50.78%
Minimum
Feb 2024
62.91%
Maximum
Jun 2019
61.65%
Average
62.91%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Wilmar International Ltd | 42.02% |
| Fraser and Neave Ltd | 55.58% |
| Delfi Ltd | 79.99% |
| Genius Group Ltd | -- |
| Davis Commodities Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.133 |
| Beta (5Y) | 0.4804 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.83% |
| Historical Sharpe Ratio (5Y) | 0.0206 |
| Historical Sortino (5Y) | 0.0259 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |