PT Telkom Indonesia (Persero) Tbk (TLK)
17.25
-0.35
(-1.99%)
USD |
NYSE |
Jun 14, 16:00
17.25
0.00 (0.00%)
Pre-Market: 20:00
PT Telkom Indonesia Max Drawdown (5Y): 50.55% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 50.55% |
April 30, 2024 | 50.55% |
March 31, 2024 | 50.55% |
February 29, 2024 | 50.55% |
January 31, 2024 | 50.55% |
December 31, 2023 | 50.55% |
November 30, 2023 | 50.55% |
October 31, 2023 | 50.55% |
September 30, 2023 | 50.55% |
August 31, 2023 | 50.55% |
July 31, 2023 | 50.55% |
June 30, 2023 | 50.55% |
May 31, 2023 | 50.55% |
April 30, 2023 | 50.55% |
March 31, 2023 | 50.55% |
February 28, 2023 | 50.55% |
January 31, 2023 | 50.55% |
December 31, 2022 | 50.55% |
November 30, 2022 | 50.55% |
October 31, 2022 | 50.55% |
September 30, 2022 | 50.55% |
August 31, 2022 | 50.55% |
July 31, 2022 | 50.55% |
June 30, 2022 | 50.55% |
May 31, 2022 | 50.55% |
Date | Value |
---|---|
April 30, 2022 | 50.55% |
March 31, 2022 | 50.55% |
February 28, 2022 | 50.55% |
January 31, 2022 | 50.55% |
December 31, 2021 | 50.55% |
November 30, 2021 | 50.55% |
October 31, 2021 | 50.55% |
September 30, 2021 | 50.55% |
August 31, 2021 | 50.55% |
July 31, 2021 | 50.55% |
June 30, 2021 | 50.55% |
May 31, 2021 | 50.55% |
April 30, 2021 | 50.55% |
March 31, 2021 | 50.55% |
February 28, 2021 | 50.55% |
January 31, 2021 | 50.55% |
December 31, 2020 | 50.55% |
November 30, 2020 | 50.55% |
October 31, 2020 | 50.55% |
September 30, 2020 | 50.55% |
August 31, 2020 | 50.55% |
July 31, 2020 | 50.55% |
June 30, 2020 | 50.55% |
May 31, 2020 | 50.55% |
April 30, 2020 | 50.55% |
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
36.59%
Minimum
Jun 2019
50.55%
Maximum
Mar 2020
48.45%
Average
50.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PLDT Inc | 67.43% |
Sify Technologies Ltd | 81.42% |
Cheetah Mobile Inc | 96.58% |
HUYA Inc | 96.38% |
TuanChe Ltd | 99.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.48 |
Beta (5Y) | 0.7731 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.57% |
Historical Sharpe Ratio (5Y) | -0.2137 |
Historical Sortino (5Y) | -0.3116 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.62% |