PT Bank Central Asia Tbk (PBCRY)
15.82
+0.14
(+0.86%)
USD |
OTCM |
Dec 04, 15:13
PT Bank Central Asia Max Drawdown (5Y): 48.62% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 48.62% |
October 31, 2024 | 48.62% |
September 30, 2024 | 48.62% |
August 31, 2024 | 48.62% |
July 31, 2024 | 48.62% |
June 30, 2024 | 48.62% |
May 31, 2024 | 48.62% |
April 30, 2024 | 48.62% |
March 31, 2024 | 48.62% |
February 29, 2024 | 48.62% |
January 31, 2024 | 48.62% |
December 31, 2023 | 48.62% |
November 30, 2023 | 48.62% |
October 31, 2023 | 48.62% |
September 30, 2023 | 48.62% |
August 31, 2023 | 48.62% |
July 31, 2023 | 48.62% |
June 30, 2023 | 48.62% |
May 31, 2023 | 48.62% |
April 30, 2023 | 48.62% |
March 31, 2023 | 48.62% |
February 28, 2023 | 48.62% |
January 31, 2023 | 48.62% |
December 31, 2022 | 48.62% |
November 30, 2022 | 48.62% |
Date | Value |
---|---|
October 31, 2022 | 48.62% |
September 30, 2022 | 48.62% |
August 31, 2022 | 48.62% |
July 31, 2022 | 48.62% |
June 30, 2022 | 48.62% |
May 31, 2022 | 48.62% |
April 30, 2022 | 48.62% |
March 31, 2022 | 48.62% |
February 28, 2022 | 48.62% |
January 31, 2022 | 48.62% |
December 31, 2021 | 48.62% |
November 30, 2021 | 48.62% |
October 31, 2021 | 48.62% |
September 30, 2021 | 48.62% |
August 31, 2021 | 48.62% |
July 31, 2021 | 48.62% |
June 30, 2021 | 48.81% |
May 31, 2021 | 50.87% |
April 30, 2021 | 50.99% |
March 31, 2021 | 50.99% |
February 28, 2021 | 50.99% |
January 31, 2021 | 51.82% |
December 31, 2020 | 51.82% |
November 30, 2020 | 51.82% |
October 31, 2020 | 52.32% |
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
48.62%
Minimum
Jul 2021
58.19%
Maximum
Dec 2019
50.53%
Average
48.62%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.196 |
Beta (5Y) | 0.6730 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.57% |
Historical Sharpe Ratio (5Y) | 0.2377 |
Historical Sortino (5Y) | 0.3357 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.68% |