PLDT Inc. (PHI)

New York Stock Exchange
USD
US69344D4088
3 May 1973  –  2 December 2022

Performance

Annualized Return
10.06%
Sharpe Ratio
0.44
Maximum Drawdown
-95.26%

Metrics

Metric PLDT Inc.
Initial Balance $10,000
Final Balance $1,160,425
Returns   [View more details]
Month-To-Date -1.94%
Year-To-Date -12.38%
3M 0.62%
6M -16.93%
Annual Return (3Y) 19.33%
Annual Return (5Y) 5.99%
Annual Return (All) 10.06%
Risk   [View more details]
Annual Volatility 44.79%
Max Drawdown -95.26%
Sharpe Ratio 0.44
Sortino Ratio 0.66
Adjusted Sortino (S/√2) 0.47

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on May 1973.
  • Final balance: The amount of capital we've accrued over time as of December 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 50 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
PLDT Inc. -1.98% 19.33% 5.99% -1.76% 15.13% 10.06%

Annual Returns

Year PLDT Inc.
1973 73.8%
1974 -42.46%
1975 40.11%
1976 28.63%
1977 44.51%
1978 12.94%
1979 0%
1980 -13.64%
1981 -15.79%
1982 -12.5%
1983 -28.57%
1984 -25.2%
1985 -0%
1986 581.82%
1987 5.53%
1988 75.32%
1989 84.26%
1990 -42.73%
1991 230%
1992 5.7%
1993 132.6%
1994 -32.01%
1995 -1.64%
1996 -5.62%
1997 -55.76%
1998 15.79%
1999 0.18%
2000 -30.81%
2001 -53.67%
2002 -38.96%
2003 246.32%
2004 43.17%
2005 38.66%
2006 57.71%
2007 56.08%
2008 -34.29%
2009 30.59%
2010 12.26%
2011 9.02%
2012 13.38%
2013 4.31%
2014 12.15%
2015 -28.58%
2016 -31.58%
2017 14.32%
2018 -27.58%
2019 -0.33%
2020 49.18%
2021 36.43%
2022 -12.38%

PLDT Inc. had 28 positive years and 20 negative years. That's a positive ratio of 58%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1973 0% 0% 0% 0% 7% -0% 18.5% 21.1% 17.4% 11.3% -13.3% 0% 69.1%
1974 11.4% -6.9% 0% 11.3% -6.7% -25.1% -9.5% -5.1% -11.1% 25% -15.2% -11.8% -41.4%
1975 20.3% -0% 22.2% 9.1% 8.3% 0% -15.4% 0% 4.4% -4.2% 0% -4.7% 48.2%
1976 14.5% 12.3% 11.3% -6.7% 3.4% 6.9% 3.4% -3.3% -3.1% -3.5% -3.3% -3.7% 31.4%
1977 11.3% -3.5% 6.9% 3.4% -3.3% 16.3% -8.4% 9.2% -2.9% 5.7% 0% 5.4% 42.7%
1978 7.8% 2.3% 0% 4.7% 8.9% 8.2% 5.7% -5.4% -5.6% -2.1% -12.3% 2.4% 16.8%
1979 9.1% 0% 4.2% -2.1% 6.2% -13.5% 6.8% -2.2% 2.2% -6.3% -2.1% 0% 2.6%
1980 4.5% 6.4% -6% -2.3% 2.3% 0% -8.7% -0% 2.3% -4.7% 0% -7.2% -7.9%
1981 -0% 2.5% -0% -2.5% 0% 0% -2.7% -2.6% -8.4% -6.1% 3.4% -0% -8.5%
1982 -0% -0% -9.5% 6.9% 0% 3.4% -3.3% -0% -0% -6.5% 0% -3.3% -3.6%
1983 3.4% 6.9% -0% -3.1% 0% 6.7% -3.3% -12.9% -14.8% 0% -12.9% 0% -19.9%
1984 0% -5.2% 5.5% -5.2% -0% -5.1% -11.1% -6.5% 7% -0% 6% -11.8% -4.1%
1985 -0% 7% -6.5% 13.4% 6.1% -5.8% -0% -0% -17.5% 6.9% -6.4% 6.9% 31.6%
1986 13.4% 112.3% 11.1% -22.6% -6.5% 76% 3.9% 56.8% 14.5% 13.6% 6.5% -11.3% 242.6%
1987 3% 4.7% 27.3% 10.7% 14.9% 34.8% 16.2% -8.6% -36.5% -29.7% -0% -5.5% 64.1%
1988 1.9% -0% 1.8% 28.4% -4.4% 15% 20.8% -9.1% -6.2% 8.1% -1.2% 8.8% 64.5%
1989 10.8% 3.2% 7.3% 13.2% 13.4% 1.6% 13.5% 11.9% 1.7% 8.8% -5.7% -12.9% 71.7%
1990 -14.3% -1.7% 1% -26.1% 9.1% 15.8% 2.7% -26.3% -28.6% 1.7% 14.8% 14.3% -44.2%
1991 22.5% 7.2% 26.7% 3% 29.9% -13.5% 3.9% 10.7% -11.3% 28.6% 14.9% 13.8% 130.5%
1992 3% 5.9% -10.8% 17.9% 16.5% -8.2% 5.3% -12% 4.3% -1.9% -7.2% -2.1% 13.5%
1993 1.8% 11.3% -10.1% 0.4% -2.1% 2.2% 11.9% 16% 8.9% 26.3% -4.1% 33% 90.5%
1994 -7.9% -4.2% -14.1% 5.7% 8.8% -16.6% 5.9% 5.6% -15.2% 1.8% -10.1% 7.6% -34.4%
1995 -5.4% 13.4% 2.4% 5.4% 12.8% -0.1% -3.5% -9.2% 5.6% -15.4% -0.2% -3.3% 2.2%
1996 19.4% -8.5% -8.6% -6.3% 12.3% 2.2% -2.6% 5.7% 4.4% -5.4% -2.7% -11.3% -0.7%
1997 16.4% -2.3% 3.3% -6.9% 3.8% 11% -47.8% -24.8% 7.6% -10.6% 2.3% -9.2% -57.5%
1998 16.7% 0.5% 5.8% -3.2% -6% -10.7% -2.2% -29.4% 29.7% 20.4% 7.4% -0.8% 29.1%
1999 -11.3% 3.3% 9.1% 24.6% -10.4% 4.6% -3.3% -18.8% -8.1% -5.5% -0.3% 26.4% 8.8%
2000 -10.6% -6% 1% -16% -4.1% 0.5% -14.4% 11.1% 1.6% -9.5% 4.5% 10.2% -29.5%
2001 3.9% -11.4% -12.4% -7.3% -1.5% 7.3% -11.2% -23.5% -1% -23.7% 9.3% 4.6% -68.8%
2002 26.2% -5.5% 5.8% -15.5% 0.7% -15.7% -17% -12.8% -4.4% -18.6% 29% -7.2% -40.5%
2003 8.7% -2% 7.6% 25.6% 13.8% 30.5% -11.8% 5.3% 18% 16.9% -0.2% 26.5% 131.8%
2004 -13.4% 15.6% -1.9% 15% -0.9% 7.1% 7.4% 1.2% 10.5% 0.2% -2.3% 1.7% 40.6%
2005 4.3% -2% -0.2% 2.2% 6.5% 7% 0.1% -2.3% 7.2% -1% 5.9% 6.1% 34.7%
2006 6.7% -3.6% 10.3% 5.8% -5.3% -8.3% 13.5% -2.4% 16.3% 9.3% 3.2% 4.1% 49.4%
2007 2.9% -6.9% 9.8% 1.2% 5.4% 1.6% -0.1% 6.3% 9.6% 6.6% 5.9% 4.3% 49.3%
2008 -0.6% -5.7% -2.8% -8.1% -1.2% -11.5% 6.4% 6.5% -5% -27.4% 17.2% -2.1% -31.6%
2009 -5.8% 0.5% 4.6% 3.9% 3.3% 4.9% 5.9% 0.3% -0.1% 3.7% 3.6% 2.6% 31.2%
2010 -1.2% 0.6% 0% 5.6% -8.4% -1% 5.4% 3.7% 11% 3.8% -12.5% 7.2% 13.2%
2011 -4.4% -10.8% 14.9% 8.4% -6.4% -0.4% 4.7% 5.3% -14.1% 12.1% -0.6% 4.4% 11.5%
2012 10.2% 3.9% -1.8% -2.4% -11.6% 18.5% 2.7% 0.7% 2.7% -3.8% -2.1% -1.5% 14.3%
2013 12.3% 3.6% 3.3% 3.6% -2% -5.7% 3.9% -7.9% 7.1% -2.5% -5.5% -3.9% 6.7%
2014 -0.8% 1% 5.7% 5.7% 1.6% 2.8% 4.4% 10% -9% 1.7% -4.7% -5.3% 13.6%
2015 5.4% 7.3% -10.2% 3.1% -2.3% -1% 3.3% -15.9% -12.4% 2.7% -7.7% -2.3% -30.8%
2016 9.8% -17.5% 15.8% -14.8% 12.2% 7.7% 1.1% -12.1% -7.5% -10.8% -16.7% 4% -30.2%
2017 9.1% -6.7% 16.9% 10.4% -0.9% 0.3% -8% 5.9% -4.6% 3.6% -11.7% 3% 17.6%
2018 1.6% -5.4% -1.8% -1.3% -12.1% -3.2% 6.8% 5% -2% -1.1% -15.1% -0.9% -28.4%
2019 16% -19.3% 8.3% 12.6% 7% -1.9% -11.2% 4% -0.9% -5.1% 3.8% -7.7% 3.5%
2020 -4.1% -0.9% 12.5% 20.4% -1.3% -0.1% 9.1% 14.1% -8.6% -0.4% 2.3% 1.3% 47.6%
2021 7% -11.7% 2.3% 0.2% 5.2% -4.7% -6.8% 22.8% 12.1% 0.8% 1.4% 7.3% 35%
2022 2.4% -3.8% 2.3% 1.2% 4% -17.8% 0.7% -0.8% -13% 8.8% 8.4% -1.9% -9.1%
Pos 68.8% 45.8% 67.3% 63.3% 56.3% 55.1% 56% 46.9% 46% 50% 42.6% 50% 64%
Avg 5% 1.7% 3.5% 2.7% 2.6% 2.5% -0.2% -0.3% -0.9% 0.5% -0.6% 1.5% 19.4%

Other Return Metrics

Metric PLDT Inc.
Cumulative Return 11504.25%
Enh Ann Return 18.64%
Best Year 581.82%
Worst Year -55.76%
Best Month 112.26%
Worst Month -47.77%
Best Day 53.48%
Worst Day -48.66%
Win Ratio (Yearly) 57.14%
Win Ratio (Quarterly) 53.54%
Win Ratio (Monthly) 54.02%
Win Ratio (Daily) 50.7%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
PLDT Inc. 29.69% 32.35% 30.83% 29.19% 29.51% 44.79%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
PLDT Inc. 0.08 0.71 0.34 0.09 0.63 0.44

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

PLDT Inc.

start valley end Drawdown days
1993-12-29 2002-10-22 2007-12-24 -95.26% 5108
1978-08-04 1984-08-21 1986-07-07 -75.86% 2894
1987-07-17 1987-10-20 1989-05-15 -75.14% 668
2014-09-08 2020-03-18 - -73% 3007
1989-10-12 1990-10-04 1991-10-14 -72.07% 732

The PLDT Inc. took approximately 83 months on average to recover from a major drawdown. The longest drawdown lasted 170 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric PLDT Inc.
Sharpe Ratio 0.44
Sortino Ratio 0.66
Adjusted Sortino (S/√2) 0.47
Calmar Ratio 0.11
Omega Ratio 0.11
Gain to Pain Ratio 0.1
Winckel Ratio 48
Ulcer Index 0.47
Kelly Criterion 4.5%
Skew 1.27
Kurtosis 41
End of: