PT Indofood Sukses Makmur Tbk (PIFMY)
23.25
-1.65
(-6.63%)
USD |
OTCM |
Nov 13, 16:00
PT Indofood Sukses Makmur Max Drawdown (5Y): 48.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.37% |
| September 30, 2024 | 48.37% |
| August 31, 2024 | 48.37% |
| July 31, 2024 | 48.37% |
| June 30, 2024 | 48.37% |
| May 31, 2024 | 48.37% |
| April 30, 2024 | 48.37% |
| March 31, 2024 | 48.37% |
| February 29, 2024 | 48.37% |
| January 31, 2024 | 48.37% |
| December 31, 2023 | 48.37% |
| November 30, 2023 | 48.37% |
| October 31, 2023 | 48.37% |
| September 30, 2023 | 48.37% |
| August 31, 2023 | 48.37% |
| July 31, 2023 | 48.37% |
| June 30, 2023 | 48.37% |
| May 31, 2023 | 48.37% |
| April 30, 2023 | 48.37% |
| March 31, 2023 | 48.37% |
| February 28, 2023 | 48.37% |
| January 31, 2023 | 48.37% |
| December 31, 2022 | 48.37% |
| November 30, 2022 | 48.37% |
| October 31, 2022 | 48.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.37% |
| August 31, 2022 | 48.37% |
| July 31, 2022 | 48.37% |
| June 30, 2022 | 48.37% |
| May 31, 2022 | 48.37% |
| April 30, 2022 | 48.37% |
| March 31, 2022 | 48.37% |
| February 28, 2022 | 48.37% |
| January 31, 2022 | 48.37% |
| December 31, 2021 | 48.37% |
| November 30, 2021 | 48.37% |
| October 31, 2021 | 48.37% |
| September 30, 2021 | 48.37% |
| August 31, 2021 | 48.37% |
| July 31, 2021 | 48.37% |
| June 30, 2021 | 48.37% |
| May 31, 2021 | 48.37% |
| April 30, 2021 | 48.37% |
| March 31, 2021 | 48.37% |
| February 28, 2021 | 48.37% |
| January 31, 2021 | 48.37% |
| December 31, 2020 | 48.37% |
| November 30, 2020 | 48.37% |
| October 31, 2020 | 51.09% |
| September 30, 2020 | 53.70% |
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
48.37%
Minimum
Nov 2020
56.21%
Maximum
Nov 2019
49.75%
Average
48.37%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.168 |
| Beta (5Y) | 0.7029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.61% |
| Historical Sharpe Ratio (5Y) | -0.0032 |
| Historical Sortino (5Y) | -0.0041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |