PT Bank Mandiri (Persero) Tbk (PPERY)
16.17
+0.02
(+0.12%)
USD |
OTCM |
Nov 13, 16:00
PT Bank Mandiri Max Drawdown (5Y): 59.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.40% |
September 30, 2024 | 59.40% |
August 31, 2024 | 59.40% |
July 31, 2024 | 59.40% |
June 30, 2024 | 59.40% |
May 31, 2024 | 59.40% |
April 30, 2024 | 59.40% |
March 31, 2024 | 59.40% |
February 29, 2024 | 59.40% |
January 31, 2024 | 59.40% |
December 31, 2023 | 59.40% |
November 30, 2023 | 59.40% |
October 31, 2023 | 59.40% |
September 30, 2023 | 59.40% |
August 31, 2023 | 59.40% |
July 31, 2023 | 59.40% |
June 30, 2023 | 59.40% |
May 31, 2023 | 59.40% |
April 30, 2023 | 59.40% |
March 31, 2023 | 59.40% |
February 28, 2023 | 59.40% |
January 31, 2023 | 59.40% |
December 31, 2022 | 59.40% |
November 30, 2022 | 59.40% |
October 31, 2022 | 59.40% |
Date | Value |
---|---|
September 30, 2022 | 59.40% |
August 31, 2022 | 59.40% |
July 31, 2022 | 59.40% |
June 30, 2022 | 59.40% |
May 31, 2022 | 59.40% |
April 30, 2022 | 59.40% |
March 31, 2022 | 59.40% |
February 28, 2022 | 59.40% |
January 31, 2022 | 59.40% |
December 31, 2021 | 59.40% |
November 30, 2021 | 59.40% |
October 31, 2021 | 59.40% |
September 30, 2021 | 59.40% |
August 31, 2021 | 59.40% |
July 31, 2021 | 59.40% |
June 30, 2021 | 59.40% |
May 31, 2021 | 59.40% |
April 30, 2021 | 59.40% |
March 31, 2021 | 59.40% |
February 28, 2021 | 59.40% |
January 31, 2021 | 59.40% |
December 31, 2020 | 59.40% |
November 30, 2020 | 59.40% |
October 31, 2020 | 59.40% |
September 30, 2020 | 59.40% |
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
52.07%
Minimum
Nov 2019
59.40%
Maximum
Mar 2020
58.92%
Average
59.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.346 |
Beta (5Y) | 0.8414 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.04% |
Historical Sharpe Ratio (5Y) | 0.4054 |
Historical Sortino (5Y) | 0.439 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.54% |