Krung Thai Bank PCL (KTHAF)
0.4462
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Krung Thai Bank Max Drawdown (5Y): 59.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.68% |
March 31, 2024 | 59.68% |
February 29, 2024 | 59.68% |
January 31, 2024 | 59.68% |
December 31, 2023 | 59.68% |
November 30, 2023 | 59.68% |
October 31, 2023 | 59.68% |
September 30, 2023 | 59.68% |
August 31, 2023 | 59.68% |
July 31, 2023 | 59.68% |
June 30, 2023 | 59.68% |
May 31, 2023 | 59.68% |
April 30, 2023 | 59.68% |
March 31, 2023 | 59.68% |
February 28, 2023 | 59.68% |
January 31, 2023 | 59.68% |
December 31, 2022 | 59.68% |
November 30, 2022 | 59.68% |
October 31, 2022 | 59.68% |
September 30, 2022 | 59.68% |
August 31, 2022 | 59.68% |
July 31, 2022 | 59.68% |
June 30, 2022 | 59.68% |
May 31, 2022 | 59.68% |
April 30, 2022 | 59.68% |
Date | Value |
---|---|
March 31, 2022 | 59.68% |
February 28, 2022 | 59.68% |
January 31, 2022 | 59.68% |
December 31, 2021 | 59.68% |
November 30, 2021 | 59.68% |
October 31, 2021 | 59.68% |
September 30, 2021 | 59.68% |
August 31, 2021 | 54.84% |
July 31, 2021 | 54.84% |
June 30, 2021 | 54.84% |
May 31, 2021 | 54.84% |
April 30, 2021 | 54.84% |
March 31, 2021 | 54.84% |
February 28, 2021 | 54.84% |
January 31, 2021 | 54.84% |
December 31, 2020 | 54.84% |
November 30, 2020 | 54.84% |
October 31, 2020 | 54.84% |
September 30, 2020 | 54.84% |
August 31, 2020 | 54.84% |
July 31, 2020 | 54.84% |
June 30, 2020 | 54.84% |
May 31, 2020 | 54.84% |
April 30, 2020 | 54.84% |
March 31, 2020 | 54.84% |
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
20.16%
Minimum
May 2019
59.68%
Maximum
Sep 2021
51.64%
Average
59.68%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Bank Of Ayudhya PCL | 58.73% |
Bangkok Bank PCL | 63.05% |
Kasikornbank Public Co Ltd | 68.12% |
TISCO Financial Group PCL | 39.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.923 |
Beta (5Y) | 0.7634 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.74% |
Historical Sharpe Ratio (5Y) | -0.0233 |
Historical Sortino (5Y) | -0.0499 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |