San Miguel Corp (SMGBF)
1.62
+0.11
(+7.28%)
USD |
OTCM |
Nov 13, 16:00
San Miguel Max Drawdown (5Y): 55.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.91% |
| September 30, 2024 | 55.91% |
| August 31, 2024 | 55.91% |
| July 31, 2024 | 55.91% |
| June 30, 2024 | 55.91% |
| May 31, 2024 | 55.91% |
| April 30, 2024 | 55.91% |
| March 31, 2024 | 55.91% |
| February 29, 2024 | 55.91% |
| January 31, 2024 | 55.91% |
| December 31, 2023 | 55.91% |
| November 30, 2023 | 55.91% |
| October 31, 2023 | 55.91% |
| September 30, 2023 | 55.91% |
| August 31, 2023 | 55.91% |
| July 31, 2023 | 55.91% |
| June 30, 2023 | 55.91% |
| May 31, 2023 | 55.91% |
| April 30, 2023 | 55.91% |
| March 31, 2023 | 55.91% |
| February 28, 2023 | 55.91% |
| January 31, 2023 | 55.91% |
| December 31, 2022 | 55.91% |
| November 30, 2022 | 55.91% |
| October 31, 2022 | 55.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.91% |
| August 31, 2022 | 55.91% |
| July 31, 2022 | 55.91% |
| June 30, 2022 | 55.91% |
| May 31, 2022 | 55.91% |
| April 30, 2022 | 55.91% |
| March 31, 2022 | 55.91% |
| February 28, 2022 | 55.91% |
| January 31, 2022 | 55.91% |
| December 31, 2021 | 55.91% |
| November 30, 2021 | 55.91% |
| October 31, 2021 | 55.91% |
| September 30, 2021 | 55.91% |
| August 31, 2021 | 55.91% |
| July 31, 2021 | 55.91% |
| June 30, 2021 | 55.91% |
| May 31, 2021 | 55.91% |
| April 30, 2021 | 55.91% |
| March 31, 2021 | 55.91% |
| February 28, 2021 | 55.91% |
| January 31, 2021 | 55.91% |
| December 31, 2020 | 55.91% |
| November 30, 2020 | 65.80% |
| October 31, 2020 | 74.39% |
| September 30, 2020 | 76.14% |
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
55.91%
Minimum
Dec 2020
76.14%
Maximum
Nov 2019
60.09%
Average
55.91%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Ayala Corp | 62.03% |
| Cebu Air Inc | 99.37% |
| DMCI Holdings Inc | 86.60% |
| JG Summit Holdings Inc | 54.08% |
| International Container Terminal Services Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.93 |
| Beta (5Y) | 0.6422 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.16% |
| Historical Sharpe Ratio (5Y) | -0.5485 |
| Historical Sortino (5Y) | -0.7758 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.18% |