PT Xl Axiata Tbk (PTXKY)
2.67
-0.36
(-11.88%)
USD |
OTCM |
May 17, 13:31
PT Xl Axiata Max Drawdown (5Y): 75.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.44% |
| March 31, 2024 | 75.44% |
| February 29, 2024 | 75.44% |
| January 31, 2024 | 75.44% |
| December 31, 2023 | 75.44% |
| November 30, 2023 | 76.00% |
| October 31, 2023 | 77.55% |
| September 30, 2023 | 79.70% |
| August 31, 2023 | 79.70% |
| July 31, 2023 | 79.70% |
| June 30, 2023 | 79.70% |
| May 31, 2023 | 79.70% |
| April 30, 2023 | 79.70% |
| March 31, 2023 | 79.70% |
| February 28, 2023 | 79.70% |
| January 31, 2023 | 79.70% |
| December 31, 2022 | 79.70% |
| November 30, 2022 | 79.70% |
| October 31, 2022 | 79.70% |
| September 30, 2022 | 79.70% |
| August 31, 2022 | 79.70% |
| July 31, 2022 | 79.70% |
| June 30, 2022 | 79.70% |
| May 31, 2022 | 79.70% |
| April 30, 2022 | 79.70% |
| Date | Value |
|---|---|
| March 31, 2022 | 79.70% |
| February 28, 2022 | 79.70% |
| January 31, 2022 | 79.70% |
| December 31, 2021 | 79.70% |
| November 30, 2021 | 79.70% |
| October 31, 2021 | 79.70% |
| September 30, 2021 | 79.70% |
| August 31, 2021 | 80.45% |
| July 31, 2021 | 80.45% |
| June 30, 2021 | 80.45% |
| May 31, 2021 | 80.45% |
| April 30, 2021 | 80.45% |
| March 31, 2021 | 80.45% |
| February 28, 2021 | 80.45% |
| January 31, 2021 | 80.45% |
| December 31, 2020 | 80.45% |
| November 30, 2020 | 80.45% |
| October 31, 2020 | 80.45% |
| September 30, 2020 | 80.45% |
| August 31, 2020 | 80.45% |
| July 31, 2020 | 80.45% |
| June 30, 2020 | 80.45% |
| May 31, 2020 | 80.45% |
| April 30, 2020 | 80.45% |
| March 31, 2020 | 80.45% |
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
75.44%
Minimum
Dec 2023
80.45%
Maximum
May 2019
79.60%
Average
79.70%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| PT Media Nusantara Citra Tbk | 81.73% |
| 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) | -15.08 |
| Beta (5Y) | 0.77 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.71% |
| Historical Sharpe Ratio (5Y) | -0.1363 |
| Historical Sortino (5Y) | -0.2238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.23% |