PT Mitra Adiperkasa Tbk (PMDKF)
0.1137
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
PT Mitra Adiperkasa Max Drawdown (5Y): 98.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.15% |
| March 31, 2024 | 98.15% |
| February 29, 2024 | 98.15% |
| January 31, 2024 | 98.15% |
| December 31, 2023 | 98.15% |
| November 30, 2023 | 98.15% |
| October 31, 2023 | 98.15% |
| September 30, 2023 | 98.15% |
| August 31, 2023 | 98.15% |
| July 31, 2023 | 98.15% |
| June 30, 2023 | 98.15% |
| May 31, 2023 | 98.15% |
| April 30, 2023 | 98.15% |
| March 31, 2023 | 98.15% |
| February 28, 2023 | 98.15% |
| January 31, 2023 | 98.15% |
| December 31, 2022 | 98.15% |
| November 30, 2022 | 98.15% |
| October 31, 2022 | 98.15% |
| September 30, 2022 | 98.15% |
| August 31, 2022 | 98.15% |
| July 31, 2022 | 98.15% |
| June 30, 2022 | 98.15% |
| May 31, 2022 | 98.15% |
| April 30, 2022 | 98.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.15% |
| February 28, 2022 | 98.15% |
| January 31, 2022 | 98.15% |
| December 31, 2021 | 98.15% |
| November 30, 2021 | 98.15% |
| October 31, 2021 | 96.30% |
| September 30, 2021 | 96.30% |
| August 31, 2021 | 96.30% |
| July 31, 2021 | 96.30% |
| June 30, 2021 | 96.30% |
| May 31, 2021 | 96.30% |
| April 30, 2021 | 96.30% |
| March 31, 2021 | 96.30% |
| February 28, 2021 | 96.30% |
| January 31, 2021 | 96.30% |
| December 31, 2020 | 96.30% |
| November 30, 2020 | 96.30% |
| October 31, 2020 | 96.30% |
| September 30, 2020 | 96.30% |
| August 31, 2020 | 96.30% |
| July 31, 2020 | 94.44% |
| June 30, 2020 | 94.44% |
| May 31, 2020 | 94.44% |
| April 30, 2020 | 94.44% |
| March 31, 2020 | 94.44% |
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
94.44%
Minimum
May 2019
98.15%
Maximum
Nov 2021
96.76%
Average
97.22%
Median
Max Drawdown (5Y) Benchmarks
| PT Bukalapak.com Tbk | -- |
| PT Ace Hardware Indonesia Tbk | 91.98% |
| Flanigan'S Enterprises Inc | 69.97% |
| Birks Group Inc | 88.31% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.854 |
| Beta (5Y) | 1.264 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 224.3% |
| Historical Sharpe Ratio (5Y) | 0.0367 |
| Historical Sortino (5Y) | 0.1393 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.54% |