PT Telkom Indonesia (Persero) Tbk (TLKMF)
0.193
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
PT Telkom Indonesia Max Drawdown (5Y): 53.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 53.53% |
| March 31, 2024 | 53.53% |
| February 29, 2024 | 53.53% |
| January 31, 2024 | 53.53% |
| December 31, 2023 | 53.53% |
| November 30, 2023 | 53.53% |
| October 31, 2023 | 53.53% |
| September 30, 2023 | 53.53% |
| August 31, 2023 | 53.53% |
| July 31, 2023 | 53.53% |
| June 30, 2023 | 53.53% |
| May 31, 2023 | 53.53% |
| April 30, 2023 | 97.16% |
| March 31, 2023 | 97.16% |
| February 28, 2023 | 97.21% |
| January 31, 2023 | 97.29% |
| December 31, 2022 | 97.29% |
| November 30, 2022 | 97.29% |
| October 31, 2022 | 97.29% |
| September 30, 2022 | 97.29% |
| August 31, 2022 | 97.29% |
| July 31, 2022 | 97.29% |
| June 30, 2022 | 97.29% |
| May 31, 2022 | 97.29% |
| April 30, 2022 | 97.29% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.29% |
| February 28, 2022 | 97.29% |
| January 31, 2022 | 97.29% |
| December 31, 2021 | 97.29% |
| November 30, 2021 | 97.29% |
| October 31, 2021 | 97.29% |
| September 30, 2021 | 97.29% |
| August 31, 2021 | 97.29% |
| July 31, 2021 | 97.29% |
| June 30, 2021 | 97.29% |
| May 31, 2021 | 97.29% |
| April 30, 2021 | 97.29% |
| March 31, 2021 | 97.29% |
| February 28, 2021 | 97.29% |
| January 31, 2021 | 97.29% |
| December 31, 2020 | 97.29% |
| November 30, 2020 | 97.29% |
| October 31, 2020 | 97.29% |
| September 30, 2020 | 97.37% |
| August 31, 2020 | 97.44% |
| July 31, 2020 | 97.57% |
| June 30, 2020 | 97.57% |
| May 31, 2020 | 97.57% |
| April 30, 2020 | 97.57% |
| March 31, 2020 | 97.57% |
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
53.53%
Minimum
May 2023
97.57%
Maximum
May 2019
88.61%
Average
97.29%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| PT Xl Axiata Tbk | 75.44% |
| 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) | -16.15 |
| Beta (5Y) | 0.9676 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.51% |
| Historical Sharpe Ratio (5Y) | -0.1703 |
| Historical Sortino (5Y) | -0.2706 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.10% |