PLDT Inc (PHI)
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Nov 21, 16:00
PLDT Max Drawdown (5Y): 68.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.17% |
| September 30, 2024 | 68.17% |
| August 31, 2024 | 68.17% |
| July 31, 2024 | 68.17% |
| June 30, 2024 | 68.17% |
| May 31, 2024 | 68.17% |
| April 30, 2024 | 68.17% |
| March 31, 2024 | 68.17% |
| February 29, 2024 | 68.86% |
| January 31, 2024 | 69.58% |
| December 31, 2023 | 69.58% |
| November 30, 2023 | 69.58% |
| October 31, 2023 | 69.58% |
| September 30, 2023 | 69.58% |
| August 31, 2023 | 69.58% |
| July 31, 2023 | 69.58% |
| June 30, 2023 | 69.58% |
| May 31, 2023 | 69.58% |
| April 30, 2023 | 69.58% |
| March 31, 2023 | 69.58% |
| February 28, 2023 | 69.58% |
| January 31, 2023 | 69.58% |
| December 31, 2022 | 69.58% |
| November 30, 2022 | 69.58% |
| October 31, 2022 | 69.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.58% |
| August 31, 2022 | 69.58% |
| July 31, 2022 | 69.58% |
| June 30, 2022 | 69.58% |
| May 31, 2022 | 69.58% |
| April 30, 2022 | 69.58% |
| March 31, 2022 | 69.58% |
| February 28, 2022 | 69.58% |
| January 31, 2022 | 69.58% |
| December 31, 2021 | 69.58% |
| November 30, 2021 | 69.58% |
| October 31, 2021 | 69.58% |
| September 30, 2021 | 69.58% |
| August 31, 2021 | 69.58% |
| July 31, 2021 | 69.58% |
| June 30, 2021 | 69.58% |
| May 31, 2021 | 69.58% |
| April 30, 2021 | 69.58% |
| March 31, 2021 | 69.58% |
| February 28, 2021 | 69.58% |
| January 31, 2021 | 69.58% |
| December 31, 2020 | 69.58% |
| November 30, 2020 | 69.58% |
| October 31, 2020 | 69.58% |
| September 30, 2020 | 69.58% |
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
68.17%
Minimum
Mar 2024
69.58%
Maximum
Nov 2019
69.38%
Average
69.58%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Sify Technologies Ltd | 94.34% |
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| Phoenix New Media Ltd | 92.60% |
| TuanChe Ltd | -- |
| Cheetah Mobile Inc | 96.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9667 |
| Beta (5Y) | 0.6822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.08% |
| Historical Sharpe Ratio (5Y) | 0.2696 |
| Historical Sortino (5Y) | 0.4602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.29% |