Metropolitan Bank & Trust Co (MTPOF)
1.29
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Metropolitan Bank & Trust Max Drawdown (5Y): 65.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.05% |
March 31, 2024 | 65.05% |
February 29, 2024 | 65.05% |
January 31, 2024 | 65.05% |
December 31, 2023 | 65.05% |
November 30, 2023 | 65.05% |
October 31, 2023 | 65.05% |
September 30, 2023 | 65.05% |
August 31, 2023 | 65.05% |
July 31, 2023 | 65.05% |
June 30, 2023 | 65.05% |
May 31, 2023 | 65.05% |
April 30, 2023 | 65.05% |
March 31, 2023 | 65.05% |
February 28, 2023 | 65.05% |
January 31, 2023 | 65.05% |
December 31, 2022 | 65.05% |
November 30, 2022 | 65.05% |
October 31, 2022 | 65.05% |
September 30, 2022 | 65.05% |
August 31, 2022 | 65.05% |
July 31, 2022 | 65.05% |
June 30, 2022 | 65.05% |
May 31, 2022 | 65.05% |
April 30, 2022 | 65.05% |
Date | Value |
---|---|
March 31, 2022 | 65.05% |
February 28, 2022 | 65.05% |
January 31, 2022 | 65.05% |
December 31, 2021 | 65.05% |
November 30, 2021 | 65.05% |
October 31, 2021 | 65.05% |
September 30, 2021 | 65.05% |
August 31, 2021 | 65.05% |
July 31, 2021 | 65.05% |
June 30, 2021 | 65.05% |
May 31, 2021 | 65.05% |
April 30, 2021 | 65.05% |
March 31, 2021 | 65.05% |
February 28, 2021 | 65.05% |
January 31, 2021 | 65.05% |
December 31, 2020 | 65.05% |
November 30, 2020 | 65.05% |
October 31, 2020 | 65.05% |
September 30, 2020 | 65.05% |
August 31, 2020 | 65.05% |
July 31, 2020 | 65.05% |
June 30, 2020 | 65.05% |
May 31, 2020 | 65.05% |
April 30, 2020 | 65.05% |
March 31, 2020 | 64.05% |
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
50.54%
Minimum
May 2019
65.05%
Maximum
Apr 2020
62.61%
Average
65.05%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bounce Mobile Systems Inc | 99.80% |
Bank of the Philippine Islands | 48.70% |
BDO Unibank Inc | 53.02% |
Security Bank Corp | 68.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.420 |
Beta (5Y) | 0.3243 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.05% |
Historical Sharpe Ratio (5Y) | 0.1323 |
Historical Sortino (5Y) | 0.1899 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.70% |