PT Astra International Tbk (PTAIF)
0.3322
+0.01
(+2.41%)
USD |
OTCM |
May 08, 10:15
PT Astra International Max Drawdown (5Y): 68.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.12% |
| March 31, 2024 | 68.12% |
| February 29, 2024 | 68.12% |
| January 31, 2024 | 68.12% |
| December 31, 2023 | 68.12% |
| November 30, 2023 | 68.12% |
| October 31, 2023 | 68.12% |
| September 30, 2023 | 68.12% |
| August 31, 2023 | 68.12% |
| July 31, 2023 | 68.12% |
| June 30, 2023 | 68.12% |
| May 31, 2023 | 68.12% |
| April 30, 2023 | 68.12% |
| March 31, 2023 | 68.12% |
| February 28, 2023 | 68.12% |
| January 31, 2023 | 68.12% |
| December 31, 2022 | 68.12% |
| November 30, 2022 | 68.12% |
| October 31, 2022 | 68.12% |
| September 30, 2022 | 68.12% |
| August 31, 2022 | 68.12% |
| July 31, 2022 | 68.12% |
| June 30, 2022 | 68.12% |
| May 31, 2022 | 68.12% |
| April 30, 2022 | 68.12% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.12% |
| February 28, 2022 | 68.12% |
| January 31, 2022 | 68.12% |
| December 31, 2021 | 68.12% |
| November 30, 2021 | 68.12% |
| October 31, 2021 | 68.12% |
| September 30, 2021 | 68.12% |
| August 31, 2021 | 92.98% |
| July 31, 2021 | 92.98% |
| June 30, 2021 | 92.98% |
| May 31, 2021 | 93.18% |
| April 30, 2021 | 93.86% |
| March 31, 2021 | 94.12% |
| February 28, 2021 | 94.55% |
| January 31, 2021 | 94.55% |
| December 31, 2020 | 94.55% |
| November 30, 2020 | 94.97% |
| October 31, 2020 | 94.97% |
| September 30, 2020 | 94.97% |
| August 31, 2020 | 94.97% |
| July 31, 2020 | 95.78% |
| June 30, 2020 | 95.80% |
| May 31, 2020 | 95.80% |
| April 30, 2020 | 95.80% |
| March 31, 2020 | 95.80% |
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
68.12%
Minimum
Sep 2021
95.80%
Maximum
May 2019
80.68%
Average
68.12%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| PT Bukalapak.com Tbk | -- |
| PT Mitra Adiperkasa Tbk | 98.15% |
| PT Ace Hardware Indonesia Tbk | 91.98% |
| Flanigan'S Enterprises Inc | 69.97% |
| Birks Group Inc | 88.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.20 |
| Beta (5Y) | 0.4489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.44% |
| Historical Sharpe Ratio (5Y) | -0.178 |
| Historical Sortino (5Y) | -0.2823 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.00% |