PT XLSMART Telecom Sejahtera Tbk (PTXKY)
4.06
+0.95
(+30.38%)
USD |
OTCM |
Dec 09, 16:00
PT XLSMART Telecom Sejahtera Max Drawdown (5Y): 57.21% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| PT Telkom Indonesia (Persero) Tbk | 54.12% |
| PT Media Nusantara Citra Tbk | 85.75% |
| PT Sarana Menara Nusantara Tbk | 88.73% |
| PT Indosat Tbk | 86.97% |
| PT Tower Bersama Infrastructure Tbk | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.598 |
| Beta (5Y) | -0.1326 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.16% |
| Historical Sharpe Ratio (5Y) | 0.0484 |
| Historical Sortino (5Y) | 0.1027 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.54% |