PT Tower Bersama Infrastructure Tbk (PTFRF)
0.44
0.00 (0.00%)
USD |
OTCM |
May 23, 16:00
PT Tower Bersama Infrastructure Max Drawdown (5Y): 10.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 10.67% |
March 31, 2024 | 10.67% |
February 29, 2024 | 10.67% |
January 31, 2024 | 10.67% |
December 31, 2023 | 10.67% |
November 30, 2023 | 10.67% |
October 31, 2023 | 10.67% |
September 30, 2023 | 10.67% |
August 31, 2023 | 18.09% |
July 31, 2023 | 18.09% |
June 30, 2023 | 18.09% |
May 31, 2023 | 18.09% |
April 30, 2023 | 18.09% |
March 31, 2023 | 18.09% |
February 28, 2023 | 18.09% |
January 31, 2023 | 18.09% |
December 31, 2022 | 18.09% |
November 30, 2022 | 18.09% |
October 31, 2022 | 18.09% |
September 30, 2022 | 18.09% |
August 31, 2022 | 18.09% |
July 31, 2022 | 18.09% |
June 30, 2022 | 18.09% |
May 31, 2022 | 18.09% |
April 30, 2022 | 18.09% |
Date | Value |
---|---|
March 31, 2022 | 18.09% |
February 28, 2022 | 19.87% |
January 31, 2022 | 19.87% |
December 31, 2021 | 29.56% |
November 30, 2021 | 29.56% |
October 31, 2021 | 29.56% |
September 30, 2021 | 29.56% |
August 31, 2021 | 29.56% |
July 31, 2021 | 29.56% |
June 30, 2021 | 29.56% |
May 31, 2021 | 29.56% |
April 30, 2021 | 29.56% |
March 31, 2021 | 29.56% |
February 28, 2021 | 29.56% |
January 31, 2021 | 29.56% |
December 31, 2020 | 29.56% |
November 30, 2020 | 29.56% |
October 31, 2020 | 29.56% |
September 30, 2020 | 29.56% |
August 31, 2020 | 29.56% |
July 31, 2020 | 29.56% |
June 30, 2020 | 29.56% |
May 31, 2020 | 29.56% |
April 30, 2020 | 29.56% |
March 31, 2020 | 29.56% |
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
10.67%
Minimum
Sep 2023
29.56%
Maximum
May 2019
23.28%
Average
29.56%
Median
May 2019
Max Drawdown (5Y) Benchmarks
PT Telkom Indonesia (Persero) Tbk | 50.55% |
PT Xl Axiata Tbk | 75.44% |
PT Media Nusantara Citra Tbk | 81.73% |
PT Sarana Menara Nusantara Tbk | 70.59% |
PT Indosat Tbk | 71.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.963 |
Beta (5Y) | 0.0012 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.22% |
Historical Sharpe Ratio (5Y) | -8.886 |