PT Media Nusantara Citra Tbk (PTMEY)
2.03
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
PT Media Nusantara Citra Max Drawdown (5Y): 81.73% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 81.73% |
| April 30, 2024 | 81.73% |
| March 31, 2024 | 81.73% |
| February 29, 2024 | 81.73% |
| January 31, 2024 | 78.95% |
| December 31, 2023 | 74.70% |
| November 30, 2023 | 76.48% |
| October 31, 2023 | 76.48% |
| September 30, 2023 | 76.48% |
| August 31, 2023 | 78.06% |
| July 31, 2023 | 78.06% |
| June 30, 2023 | 78.06% |
| May 31, 2023 | 78.06% |
| April 30, 2023 | 78.06% |
| March 31, 2023 | 78.06% |
| February 28, 2023 | 78.06% |
| January 31, 2023 | 78.06% |
| December 31, 2022 | 78.06% |
| November 30, 2022 | 78.06% |
| October 31, 2022 | 78.06% |
| September 30, 2022 | 78.06% |
| August 31, 2022 | 78.06% |
| July 31, 2022 | 78.06% |
| June 30, 2022 | 78.06% |
| May 31, 2022 | 78.06% |
| Date | Value |
|---|---|
| April 30, 2022 | 78.06% |
| March 31, 2022 | 78.06% |
| February 28, 2022 | 78.06% |
| January 31, 2022 | 78.06% |
| December 31, 2021 | 78.06% |
| November 30, 2021 | 78.06% |
| October 31, 2021 | 78.06% |
| September 30, 2021 | 78.06% |
| August 31, 2021 | 78.06% |
| July 31, 2021 | 78.06% |
| June 30, 2021 | 78.06% |
| May 31, 2021 | 78.06% |
| April 30, 2021 | 78.06% |
| March 31, 2021 | 78.06% |
| February 28, 2021 | 78.06% |
| January 31, 2021 | 78.06% |
| December 31, 2020 | 78.06% |
| November 30, 2020 | 78.06% |
| October 31, 2020 | 78.06% |
| September 30, 2020 | 78.06% |
| August 31, 2020 | 78.06% |
| July 31, 2020 | 78.06% |
| June 30, 2020 | 78.06% |
| May 31, 2020 | 78.06% |
| April 30, 2020 | 78.06% |
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
74.70%
Minimum
Dec 2023
81.73%
Maximum
Feb 2024
78.19%
Average
78.06%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| PT Xl Axiata Tbk | 75.44% |
| PT Sarana Menara Nusantara Tbk | 70.59% |
| PT Indosat Tbk | 71.57% |
| PT Tower Bersama Infrastructure Tbk | 10.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.09 |
| Beta (5Y) | 0.4662 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.35% |
| Historical Sharpe Ratio (5Y) | -0.5236 |
| Historical Sortino (5Y) | -0.7101 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.78% |