PT Indofood CBP Sukses Makmur Tbk (PIFFY)
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May 16, 16:00
PT Indofood CBP Sukses Makmur Max Drawdown (5Y): 41.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.52% |
| March 31, 2024 | 41.52% |
| February 29, 2024 | 41.52% |
| January 31, 2024 | 41.52% |
| December 31, 2023 | 41.52% |
| November 30, 2023 | 41.52% |
| October 31, 2023 | 41.52% |
| September 30, 2023 | 41.52% |
| August 31, 2023 | 41.52% |
| July 31, 2023 | 41.52% |
| June 30, 2023 | 41.52% |
| May 31, 2023 | 41.52% |
| April 30, 2023 | 41.52% |
| March 31, 2023 | 41.52% |
| February 28, 2023 | 41.52% |
| January 31, 2023 | 41.52% |
| December 31, 2022 | 41.52% |
| November 30, 2022 | 41.52% |
| October 31, 2022 | 41.52% |
| September 30, 2022 | 41.52% |
| August 31, 2022 | 41.52% |
| July 31, 2022 | 41.52% |
| June 30, 2022 | 41.52% |
| May 31, 2022 | 41.52% |
| April 30, 2022 | 41.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.52% |
| February 28, 2022 | 37.57% |
| January 31, 2022 | 37.57% |
| December 31, 2021 | 37.57% |
| November 30, 2021 | 37.57% |
| October 31, 2021 | 37.57% |
| September 30, 2021 | 37.57% |
| August 31, 2021 | 37.57% |
| July 31, 2021 | 37.57% |
| June 30, 2021 | 37.57% |
| May 31, 2021 | 33.39% |
| April 30, 2021 | 32.20% |
| March 31, 2021 | 32.20% |
| February 28, 2021 | 32.20% |
| January 31, 2021 | 32.20% |
| December 31, 2020 | 32.20% |
| November 30, 2020 | 32.20% |
| October 31, 2020 | 32.20% |
| September 30, 2020 | 32.20% |
| August 31, 2020 | 32.20% |
| July 31, 2020 | 35.56% |
| June 30, 2020 | 35.56% |
| May 31, 2020 | 35.56% |
| April 30, 2020 | 35.56% |
| March 31, 2020 | 35.56% |
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
32.20%
Minimum
Aug 2020
41.52%
Maximum
Mar 2022
37.90%
Average
37.57%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.207 |
| Beta (5Y) | 0.1818 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.86% |
| Historical Sharpe Ratio (5Y) | 0.0358 |
| Historical Sortino (5Y) | 0.0547 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.95% |