PT Unilever Indonesia Tbk (UNLRF)
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OTCM |
Nov 13, 16:00
PT Unilever Indonesia Max Drawdown (5Y): 75.29% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 75.29% |
| August 31, 2024 | 75.29% |
| July 31, 2024 | 75.29% |
| June 30, 2024 | 75.29% |
| May 31, 2024 | 75.29% |
| April 30, 2024 | 75.29% |
| March 31, 2024 | 70.73% |
| February 29, 2024 | 70.73% |
| January 31, 2024 | 69.29% |
| December 31, 2023 | 69.29% |
| November 30, 2023 | 69.29% |
| October 31, 2023 | 69.29% |
| September 30, 2023 | 69.29% |
| August 31, 2023 | 69.29% |
| July 31, 2023 | 69.29% |
| June 30, 2023 | 69.29% |
| May 31, 2023 | 69.29% |
| April 30, 2023 | 69.29% |
| March 31, 2023 | 69.29% |
| February 28, 2023 | 69.29% |
| January 31, 2023 | 69.29% |
| December 31, 2022 | 69.29% |
| November 30, 2022 | 69.29% |
| October 31, 2022 | 69.29% |
| September 30, 2022 | 69.29% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.29% |
| July 31, 2022 | 69.29% |
| June 30, 2022 | 69.29% |
| May 31, 2022 | 69.29% |
| April 30, 2022 | 69.29% |
| March 31, 2022 | 69.29% |
| February 28, 2022 | 66.41% |
| January 31, 2022 | 66.39% |
| December 31, 2021 | 66.39% |
| November 30, 2021 | 66.39% |
| October 31, 2021 | 66.39% |
| September 30, 2021 | 66.39% |
| August 31, 2021 | 62.52% |
| July 31, 2021 | 61.34% |
| June 30, 2021 | 60.05% |
| May 31, 2021 | 56.63% |
| April 30, 2021 | 56.63% |
| March 31, 2021 | 56.63% |
| February 28, 2021 | 56.63% |
| January 31, 2021 | 56.63% |
| December 31, 2020 | 56.63% |
| November 30, 2020 | 56.63% |
| October 31, 2020 | 56.63% |
| September 30, 2020 | 56.63% |
| August 31, 2020 | 56.63% |
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
33.41%
Minimum
Nov 2019
75.29%
Maximum
Apr 2024
63.74%
Average
69.29%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.65 |
| Beta (5Y) | 0.6888 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.25% |
| Historical Sharpe Ratio (5Y) | -0.7368 |
| Historical Sortino (5Y) | -1.320 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |