PT Astra International Tbk (PTAIY)
5.795
-0.20
(-3.34%)
USD |
OTCM |
May 22, 16:00
PT Astra International Max Drawdown (5Y): 68.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.09% |
| March 31, 2024 | 68.09% |
| February 29, 2024 | 68.09% |
| January 31, 2024 | 68.09% |
| December 31, 2023 | 68.09% |
| November 30, 2023 | 68.09% |
| October 31, 2023 | 68.09% |
| September 30, 2023 | 68.09% |
| August 31, 2023 | 68.09% |
| July 31, 2023 | 68.09% |
| June 30, 2023 | 68.09% |
| May 31, 2023 | 68.09% |
| April 30, 2023 | 68.09% |
| March 31, 2023 | 68.09% |
| February 28, 2023 | 68.09% |
| January 31, 2023 | 68.09% |
| December 31, 2022 | 68.09% |
| November 30, 2022 | 68.09% |
| October 31, 2022 | 68.09% |
| September 30, 2022 | 68.09% |
| August 31, 2022 | 68.09% |
| July 31, 2022 | 68.09% |
| June 30, 2022 | 68.09% |
| May 31, 2022 | 68.09% |
| April 30, 2022 | 68.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.09% |
| February 28, 2022 | 68.09% |
| January 31, 2022 | 68.09% |
| December 31, 2021 | 68.09% |
| November 30, 2021 | 68.09% |
| October 31, 2021 | 68.09% |
| September 30, 2021 | 68.09% |
| August 31, 2021 | 68.09% |
| July 31, 2021 | 68.09% |
| June 30, 2021 | 68.09% |
| May 31, 2021 | 68.09% |
| April 30, 2021 | 68.09% |
| March 31, 2021 | 87.11% |
| February 28, 2021 | 87.55% |
| January 31, 2021 | 87.55% |
| December 31, 2020 | 87.55% |
| November 30, 2020 | 88.26% |
| October 31, 2020 | 88.92% |
| September 30, 2020 | 89.10% |
| August 31, 2020 | 89.10% |
| July 31, 2020 | 89.95% |
| June 30, 2020 | 90.82% |
| May 31, 2020 | 90.82% |
| April 30, 2020 | 90.82% |
| March 31, 2020 | 90.82% |
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
68.09%
Minimum
Apr 2021
90.82%
Maximum
May 2019
76.43%
Average
68.09%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Gold and GemStone Mining Inc | 94.23% |
| PT Jasa Marga (Persero) Tbk | -- |
| Alpha Pro Tech Ltd | 85.39% |
| Avalon Holdings Corp | 88.49% |
| Compx International Inc | 37.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.91 |
| Beta (5Y) | 0.7668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.17% |
| Historical Sharpe Ratio (5Y) | -0.1879 |
| Historical Sortino (5Y) | -0.2689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.68% |