Kasikornbank Public Co Ltd (KPCPF)
3.21
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Kasikornbank Public Max Drawdown (5Y): 68.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 68.82% |
February 29, 2024 | 68.82% |
January 31, 2024 | 68.82% |
December 31, 2023 | 68.82% |
November 30, 2023 | 68.82% |
October 31, 2023 | 68.82% |
September 30, 2023 | 68.82% |
August 31, 2023 | 68.82% |
July 31, 2023 | 68.82% |
June 30, 2023 | 68.82% |
May 31, 2023 | 68.82% |
April 30, 2023 | 68.82% |
March 31, 2023 | 68.82% |
February 28, 2023 | 68.82% |
January 31, 2023 | 68.82% |
December 31, 2022 | 68.82% |
November 30, 2022 | 68.82% |
October 31, 2022 | 68.82% |
September 30, 2022 | 68.82% |
August 31, 2022 | 68.82% |
July 31, 2022 | 68.82% |
June 30, 2022 | 68.82% |
May 31, 2022 | 68.82% |
April 30, 2022 | 68.82% |
March 31, 2022 | 68.82% |
Date | Value |
---|---|
February 28, 2022 | 68.82% |
January 31, 2022 | 68.82% |
December 31, 2021 | 68.82% |
November 30, 2021 | 68.82% |
October 31, 2021 | 68.82% |
September 30, 2021 | 68.82% |
August 31, 2021 | 68.82% |
July 31, 2021 | 68.82% |
June 30, 2021 | 68.82% |
May 31, 2021 | 68.82% |
April 30, 2021 | 68.82% |
March 31, 2021 | 68.82% |
February 28, 2021 | 68.82% |
January 31, 2021 | 68.82% |
December 31, 2020 | 68.82% |
November 30, 2020 | 68.82% |
October 31, 2020 | 68.82% |
September 30, 2020 | 65.90% |
August 31, 2020 | 65.90% |
July 31, 2020 | 65.90% |
June 30, 2020 | 65.90% |
May 31, 2020 | 65.90% |
April 30, 2020 | 65.90% |
March 31, 2020 | 65.90% |
February 29, 2020 | 46.84% |
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
46.84%
Minimum
Apr 2019
68.82%
Maximum
Oct 2020
64.45%
Average
68.82%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Bank Of Ayudhya PCL | 58.73% |
Bangkok Bank PCL | 63.05% |
Krung Thai Bank PCL | 57.03% |
TISCO Financial Group PCL | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.90 |
Beta (5Y) | 0.8876 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.45% |
Historical Sharpe Ratio (5Y) | -0.2595 |
Historical Sortino (5Y) | -0.4634 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.00% |