PT Sarana Menara Nusantara Tbk (SMNUF)
0.0303
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
PT Sarana Menara Nusantara Max Drawdown (5Y): 70.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 70.59% |
| August 31, 2024 | 70.59% |
| July 31, 2024 | 70.59% |
| June 30, 2024 | 70.59% |
| May 31, 2024 | 70.59% |
| April 30, 2024 | 70.59% |
| March 31, 2024 | 52.21% |
| February 29, 2024 | 52.21% |
| January 31, 2024 | 52.21% |
| December 31, 2023 | 52.21% |
| November 30, 2023 | 52.21% |
| October 31, 2023 | 52.21% |
| September 30, 2023 | 52.21% |
| August 31, 2023 | 53.73% |
| July 31, 2023 | 56.45% |
| June 30, 2023 | 56.45% |
| May 31, 2023 | 56.45% |
| April 30, 2023 | 56.45% |
| March 31, 2023 | 56.45% |
| February 28, 2023 | 92.67% |
| January 31, 2023 | 92.67% |
| December 31, 2022 | 92.67% |
| November 30, 2022 | 92.67% |
| October 31, 2022 | 92.67% |
| September 30, 2022 | 92.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.67% |
| July 31, 2022 | 92.67% |
| June 30, 2022 | 100.00% |
| May 31, 2022 | 100.00% |
| April 30, 2022 | 100.00% |
| March 31, 2022 | 100.00% |
| February 28, 2022 | 100.00% |
| January 31, 2022 | 100.00% |
| December 31, 2021 | 100.00% |
| November 30, 2021 | 100.00% |
| October 31, 2021 | 100.00% |
| September 30, 2021 | 100.00% |
| August 31, 2021 | 100.00% |
| July 31, 2021 | 100.00% |
| June 30, 2021 | 100.00% |
| May 31, 2021 | 100.00% |
| April 30, 2021 | 100.00% |
| March 31, 2021 | 100.00% |
| February 28, 2021 | 100.00% |
| January 31, 2021 | 100.00% |
| December 31, 2020 | 100.00% |
| November 30, 2020 | 100.00% |
| October 31, 2020 | 100.00% |
| September 30, 2020 | 100.00% |
| August 31, 2020 | 100.00% |
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
52.21%
Minimum
Sep 2023
100.00%
Maximum
Nov 2019
85.87%
Average
100.00%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| PT Xl Axiata Tbk | 75.44% |
| PT Indosat Tbk | 71.57% |
| PT Smartfren Telecom Tbk | -- |
| PT Tower Bersama Infrastructure Tbk | 10.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.00 |
| Beta (5Y) | 1.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.50% |
| Historical Sharpe Ratio (5Y) | -0.2076 |
| Historical Sortino (5Y) | -0.2747 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.08% |