PT Bumi Resources Tbk (PBMRY)
1.44
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
PT Bumi Resources Max Drawdown (5Y): 90.16% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 90.16% |
May 31, 2024 | 90.16% |
April 30, 2024 | 90.16% |
March 31, 2024 | 90.16% |
February 29, 2024 | 90.16% |
January 31, 2024 | 90.16% |
December 31, 2023 | 90.16% |
November 30, 2023 | 90.16% |
October 31, 2023 | 90.16% |
September 30, 2023 | 90.16% |
August 31, 2023 | 90.16% |
July 31, 2023 | 90.16% |
June 30, 2023 | 90.16% |
May 31, 2023 | 90.16% |
April 30, 2023 | 90.16% |
March 31, 2023 | 90.16% |
February 28, 2023 | 90.16% |
January 31, 2023 | 90.16% |
December 31, 2022 | 90.16% |
November 30, 2022 | 90.16% |
October 31, 2022 | 90.16% |
September 30, 2022 | 90.16% |
August 31, 2022 | 90.16% |
July 31, 2022 | 90.16% |
June 30, 2022 | 90.16% |
Date | Value |
---|---|
May 31, 2022 | 90.16% |
April 30, 2022 | 90.16% |
March 31, 2022 | 90.16% |
February 28, 2022 | 90.16% |
January 31, 2022 | 90.16% |
December 31, 2021 | 90.16% |
November 30, 2021 | 90.16% |
October 31, 2021 | 90.16% |
September 30, 2021 | 90.16% |
August 31, 2021 | 95.54% |
July 31, 2021 | 96.95% |
June 30, 2021 | 96.95% |
May 31, 2021 | 96.95% |
April 30, 2021 | 96.95% |
March 31, 2021 | 99.25% |
February 28, 2021 | 99.32% |
January 31, 2021 | 99.32% |
December 31, 2020 | 99.32% |
November 30, 2020 | 99.32% |
October 31, 2020 | 99.32% |
September 30, 2020 | 99.32% |
August 31, 2020 | 99.32% |
July 31, 2020 | 99.32% |
June 30, 2020 | 99.32% |
May 31, 2020 | 99.32% |
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
90.16%
Minimum
Sep 2021
99.32%
Maximum
Jul 2019
93.91%
Average
90.16%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.231 |
Beta (5Y) | -0.8394 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.1% |
Historical Sharpe Ratio (5Y) | -0.0454 |
Historical Sortino (5Y) | -0.1504 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |