PLDT Inc (PHI)

21.35 +0.12 (+0.57%) USD  |  NYSE  |  Dec 20, 16:00
21.35 0.00 (0.00%) After-Hours: 20:00
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PLDT Max Drawdown (5Y): 68.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sify Technologies Ltd 94.34%
PT Telkom Indonesia (Persero) Tbk 50.55%
Phoenix New Media Ltd 92.60%
iClick Interactive Asia Group Ltd 99.36%
TuanChe Ltd 99.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.393
Beta (5Y) 0.6476
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.76%
Historical Sharpe Ratio (5Y) 0.1766
Historical Sortino (5Y) 0.2982
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.18%