PLDT Inc (PHTCF)
22.00
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
PLDT Max Drawdown (5Y): 69.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.01% |
| March 31, 2024 | 69.01% |
| February 29, 2024 | 69.01% |
| January 31, 2024 | 69.01% |
| December 31, 2023 | 69.01% |
| November 30, 2023 | 69.01% |
| October 31, 2023 | 69.01% |
| September 30, 2023 | 69.01% |
| August 31, 2023 | 69.01% |
| July 31, 2023 | 69.01% |
| June 30, 2023 | 69.01% |
| May 31, 2023 | 69.01% |
| April 30, 2023 | 69.01% |
| March 31, 2023 | 69.55% |
| February 28, 2023 | 69.55% |
| January 31, 2023 | 69.55% |
| December 31, 2022 | 69.55% |
| November 30, 2022 | 69.55% |
| October 31, 2022 | 69.55% |
| September 30, 2022 | 69.55% |
| August 31, 2022 | 69.55% |
| July 31, 2022 | 69.55% |
| June 30, 2022 | 69.55% |
| May 31, 2022 | 69.55% |
| April 30, 2022 | 69.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.55% |
| February 28, 2022 | 69.55% |
| January 31, 2022 | 69.55% |
| December 31, 2021 | 69.55% |
| November 30, 2021 | 69.55% |
| October 31, 2021 | 69.55% |
| September 30, 2021 | 69.55% |
| August 31, 2021 | 69.55% |
| July 31, 2021 | 69.55% |
| June 30, 2021 | 69.55% |
| May 31, 2021 | 69.55% |
| April 30, 2021 | 69.55% |
| March 31, 2021 | 69.55% |
| February 28, 2021 | 69.55% |
| January 31, 2021 | 69.55% |
| December 31, 2020 | 69.55% |
| November 30, 2020 | 69.55% |
| October 31, 2020 | 69.55% |
| September 30, 2020 | 69.55% |
| August 31, 2020 | 69.55% |
| July 31, 2020 | 69.55% |
| June 30, 2020 | 69.55% |
| May 31, 2020 | 69.55% |
| April 30, 2020 | 69.55% |
| March 31, 2020 | 69.55% |
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
69.01%
Minimum
Apr 2023
69.55%
Maximum
May 2019
69.43%
Average
69.55%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Globe Telecom Inc | 54.53% |
| Dito CME Holdings Corp | -- |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.353 |
| Beta (5Y) | 0.4675 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.24% |
| Historical Sharpe Ratio (5Y) | 0.1049 |
| Historical Sortino (5Y) | 0.1362 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.77% |