PT Semen Indonesia (Persero) Tbk (PSGTY)
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OTCM |
Oct 05, 16:00
PT Semen Indonesia Max Drawdown (5Y) : 87.13% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 87.13% |
| August 31, 2026 | 87.13% |
| July 31, 2026 | 87.13% |
| June 30, 2026 | 87.13% |
| May 31, 2026 | 85.40% |
| April 30, 2026 | 85.40% |
| March 31, 2026 | 85.40% |
| February 28, 2026 | 85.40% |
| January 31, 2026 | 85.40% |
| December 31, 2025 | 85.40% |
| November 30, 2025 | 85.40% |
| October 31, 2025 | 85.40% |
| September 30, 2025 | 85.40% |
| August 31, 2025 | 85.40% |
| July 31, 2025 | 85.40% |
| June 30, 2025 | 85.40% |
| May 31, 2025 | 85.40% |
| April 30, 2025 | 85.40% |
| March 31, 2025 | 85.40% |
| February 28, 2025 | 81.16% |
| January 31, 2025 | 80.17% |
| December 31, 2024 | 78.30% |
| November 30, 2024 | 75.54% |
| October 31, 2024 | 75.36% |
| September 30, 2024 | 75.36% |
| Date | Value |
|---|---|
| August 31, 2024 | 75.36% |
| July 31, 2024 | 75.36% |
| June 30, 2024 | 75.36% |
| May 31, 2024 | 75.22% |
| April 30, 2024 | 65.71% |
| March 31, 2024 | 65.71% |
| February 29, 2024 | 65.71% |
| January 31, 2024 | 65.71% |
| December 31, 2023 | 65.71% |
| November 30, 2023 | 65.71% |
| October 31, 2023 | 65.71% |
| September 30, 2023 | 65.71% |
| August 31, 2023 | 65.71% |
| July 31, 2023 | 65.71% |
| June 30, 2023 | 65.71% |
| May 31, 2023 | 66.40% |
| April 30, 2023 | 66.40% |
| March 31, 2023 | 66.40% |
| February 28, 2023 | 66.40% |
| January 31, 2023 | 66.40% |
| December 31, 2022 | 66.40% |
| November 30, 2022 | 66.40% |
| October 31, 2022 | 66.40% |
| September 30, 2022 | 66.40% |
| August 31, 2022 | 66.40% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CRH Plc | 38.29% |
| CEMEX SAB de CV | 66.83% |
| Eagle Materials, Inc. | 45.25% |
| Cementos Pacasmayo SAA | 56.30% |
| Buzzi SpA | 51.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.63 |
| Beta (5Y) | 0.1370 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.99% |
| Historical Sharpe Ratio (5Y) | -0.9017 |
| Historical Sortino (5Y) | -1.237 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.80% |