San Miguel Food And Beverage Inc (SMPFF)
0.8025
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
San Miguel Food And Beverage Max Drawdown (5Y): 63.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.85% |
| March 31, 2024 | 63.85% |
| February 29, 2024 | 63.85% |
| January 31, 2024 | 63.85% |
| December 31, 2023 | 63.85% |
| November 30, 2023 | 63.85% |
| October 31, 2023 | 63.85% |
| September 30, 2023 | 63.85% |
| August 31, 2023 | 63.85% |
| July 31, 2023 | 63.85% |
| June 30, 2023 | 63.85% |
| May 31, 2023 | 63.85% |
| April 30, 2023 | 63.85% |
| March 31, 2023 | 63.85% |
| February 28, 2023 | 63.85% |
| January 31, 2023 | 63.85% |
| December 31, 2022 | 63.85% |
| November 30, 2022 | 63.38% |
| October 31, 2022 | 63.38% |
| September 30, 2022 | 63.38% |
| August 31, 2022 | 56.57% |
| July 31, 2022 | 47.15% |
| June 30, 2022 | 47.15% |
| May 31, 2022 | 47.15% |
| April 30, 2022 | 47.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 47.15% |
| February 28, 2022 | 47.15% |
| January 31, 2022 | 47.15% |
| December 31, 2021 | 47.15% |
| November 30, 2021 | 47.15% |
| October 31, 2021 | 47.15% |
| September 30, 2021 | 47.15% |
| August 31, 2021 | 47.15% |
| July 31, 2021 | 47.15% |
| June 30, 2021 | 47.15% |
| May 31, 2021 | 47.15% |
| April 30, 2021 | 47.15% |
| March 31, 2021 | 47.15% |
| February 28, 2021 | 47.15% |
| January 31, 2021 | 47.15% |
| December 31, 2020 | 47.15% |
| November 30, 2020 | 47.15% |
| October 31, 2020 | 47.15% |
| September 30, 2020 | 47.15% |
| August 31, 2020 | 47.15% |
| July 31, 2020 | 47.15% |
| June 30, 2020 | 47.15% |
| May 31, 2020 | 47.15% |
| April 30, 2020 | 47.15% |
| March 31, 2020 | 47.15% |
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
15.85%
Minimum
May 2019
63.85%
Maximum
Dec 2022
47.64%
Average
47.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Universal Robina Corp | 61.09% |
| Ginebra San Miguel Inc | -- |
| Monde Nissin Corp | -- |
| RFM Corp | -- |
| Splash Beverage Group Inc | 98.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.23 |
| Beta (5Y) | 0.6238 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.35% |
| Historical Sharpe Ratio (5Y) | -0.4738 |
| Historical Sortino (5Y) | -0.4938 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.68% |