PT Indocement Tunggal Prakarsa Tbk (PITPF)
0.423
0.00 (0.00%)
USD |
OTCM |
Dec 16, 16:00
PT Indocement Tunggal Prakarsa Max Drawdown (5Y): 68.42% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.04 |
| Beta (5Y) | -0.0032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.40% |
| Historical Sharpe Ratio (5Y) | -0.8642 |
| Historical Sortino (5Y) | -0.9536 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.63% |