PT Indo Tambangraya Megah Tbk (ITAYY)
3.365
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
PT Indo Tambangraya Megah Max Drawdown (5Y): 65.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 65.26% |
September 30, 2024 | 65.26% |
August 31, 2024 | 65.26% |
July 31, 2024 | 65.26% |
June 30, 2024 | 65.26% |
May 31, 2024 | 65.26% |
April 30, 2024 | 65.26% |
March 31, 2024 | 65.26% |
February 29, 2024 | 65.26% |
January 31, 2024 | 65.26% |
December 31, 2023 | 65.26% |
November 30, 2023 | 65.26% |
October 31, 2023 | 65.26% |
September 30, 2023 | 65.26% |
August 31, 2023 | 65.26% |
July 31, 2023 | 65.26% |
June 30, 2023 | 65.26% |
May 31, 2023 | 65.26% |
April 30, 2023 | 65.26% |
March 31, 2023 | 65.26% |
February 28, 2023 | 65.26% |
January 31, 2023 | 65.26% |
December 31, 2022 | 65.26% |
November 30, 2022 | 65.26% |
October 31, 2022 | 65.26% |
Date | Value |
---|---|
September 30, 2022 | 65.26% |
August 31, 2022 | 65.26% |
July 31, 2022 | 65.26% |
June 30, 2022 | 65.26% |
May 31, 2022 | 65.26% |
April 30, 2022 | 65.26% |
March 31, 2022 | 65.26% |
February 28, 2022 | 65.26% |
January 31, 2022 | 65.26% |
December 31, 2021 | 65.26% |
November 30, 2021 | 65.26% |
October 31, 2021 | 65.26% |
September 30, 2021 | 65.26% |
August 31, 2021 | 65.26% |
July 31, 2021 | 65.26% |
June 30, 2021 | 65.26% |
May 31, 2021 | 65.26% |
April 30, 2021 | 65.26% |
March 31, 2021 | 65.26% |
February 28, 2021 | 65.26% |
January 31, 2021 | 65.26% |
December 31, 2020 | 65.26% |
November 30, 2020 | 65.26% |
October 31, 2020 | 65.26% |
September 30, 2020 | 65.26% |
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
49.36%
Minimum
Nov 2019
65.26%
Maximum
Aug 2020
63.90%
Average
65.26%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 23.63 |
Beta (5Y) | 0.3104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.02% |
Historical Sharpe Ratio (5Y) | 0.4683 |
Historical Sortino (5Y) | 1.147 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.47% |