PT Semen Indonesia (Persero) Tbk (PSGTF)
0.39
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
PT Semen Indonesia Max Drawdown (5Y): 56.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 56.91% |
| March 31, 2024 | 56.91% |
| February 29, 2024 | 56.91% |
| January 31, 2024 | 56.91% |
| December 31, 2023 | 56.91% |
| November 30, 2023 | 56.91% |
| October 31, 2023 | 56.91% |
| September 30, 2023 | 56.47% |
| August 31, 2023 | 56.47% |
| July 31, 2023 | 58.76% |
| June 30, 2023 | 61.21% |
| May 31, 2023 | 61.21% |
| April 30, 2023 | 61.57% |
| March 31, 2023 | 61.57% |
| February 28, 2023 | 61.57% |
| January 31, 2023 | 61.57% |
| December 31, 2022 | 61.57% |
| November 30, 2022 | 61.57% |
| October 31, 2022 | 61.67% |
| September 30, 2022 | 63.35% |
| August 31, 2022 | 63.35% |
| July 31, 2022 | 63.35% |
| June 30, 2022 | 63.35% |
| May 31, 2022 | 63.35% |
| April 30, 2022 | 63.35% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.60% |
| February 28, 2022 | 66.13% |
| January 31, 2022 | 67.44% |
| December 31, 2021 | 67.44% |
| November 30, 2021 | 67.44% |
| October 31, 2021 | 67.44% |
| September 30, 2021 | 67.70% |
| August 31, 2021 | 67.70% |
| July 31, 2021 | 67.70% |
| June 30, 2021 | 67.70% |
| May 31, 2021 | 67.70% |
| April 30, 2021 | 67.70% |
| March 31, 2021 | 67.70% |
| February 28, 2021 | 68.27% |
| January 31, 2021 | 68.27% |
| December 31, 2020 | 68.27% |
| November 30, 2020 | 68.27% |
| October 31, 2020 | 68.27% |
| September 30, 2020 | 68.27% |
| August 31, 2020 | 68.27% |
| July 31, 2020 | 68.27% |
| June 30, 2020 | 73.50% |
| May 31, 2020 | 73.50% |
| April 30, 2020 | 73.50% |
| March 31, 2020 | 73.50% |
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
56.47%
Minimum
Aug 2023
73.50%
Maximum
May 2019
65.90%
Average
67.44%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.74 |
| Beta (5Y) | 0.7227 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.66% |
| Historical Sharpe Ratio (5Y) | -0.455 |
| Historical Sortino (5Y) | -0.5482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.68% |