Petronas Chemicals Group Bhd (PECGF)
0.9349
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Petronas Chemicals Group Max Drawdown (5Y): 60.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.79% |
| March 31, 2024 | 60.79% |
| February 29, 2024 | 60.79% |
| January 31, 2024 | 60.79% |
| December 31, 2023 | 52.48% |
| November 30, 2023 | 52.48% |
| October 31, 2023 | 52.48% |
| September 30, 2023 | 52.48% |
| August 31, 2023 | 52.48% |
| July 31, 2023 | 52.48% |
| June 30, 2023 | 41.92% |
| May 31, 2023 | 41.92% |
| April 30, 2023 | 41.92% |
| March 31, 2023 | 41.92% |
| February 28, 2023 | 41.92% |
| January 31, 2023 | 41.92% |
| December 31, 2022 | 41.92% |
| November 30, 2022 | 41.92% |
| October 31, 2022 | 13.09% |
| September 30, 2022 | 13.09% |
| August 31, 2022 | 13.09% |
| July 31, 2022 | 13.09% |
| June 30, 2022 | 13.09% |
| May 31, 2022 | 13.09% |
| April 30, 2022 | 13.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 13.09% |
| February 28, 2022 | 13.09% |
| January 31, 2022 | 13.09% |
| December 31, 2021 | 13.09% |
| November 30, 2021 | 13.09% |
| October 31, 2021 | 13.09% |
| September 30, 2021 | 13.09% |
| August 31, 2021 | 13.09% |
| July 31, 2021 | 13.09% |
| June 30, 2021 | 13.09% |
| May 31, 2021 | 13.09% |
| April 30, 2021 | 13.09% |
| March 31, 2021 | 13.09% |
| February 28, 2021 | 13.09% |
| January 31, 2021 | 13.09% |
| December 31, 2020 | 4.02% |
| November 30, 2020 | 4.02% |
| October 31, 2020 | 0.00% |
| September 30, 2020 | 0.00% |
| August 31, 2020 | 0.00% |
| July 31, 2020 | 0.00% |
| June 30, 2020 | 0.00% |
| May 31, 2020 | 0.00% |
| April 30, 2020 | 0.00% |
| March 31, 2020 | 0.00% |
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
--
Minimum
May 2019
60.79%
Maximum
Jan 2024
19.82%
Average
13.09%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.664 |
| Beta (5Y) | -0.1128 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.61% |
| Historical Sharpe Ratio (5Y) | -0.1835 |
| Historical Sortino (5Y) | -0.2528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.04% |