Airports Of Thailand PLC (AIPUY)
19.00
0.00 (0.00%)
USD |
OTCM |
Oct 04, 16:00
Airports Of Thailand Max Drawdown (5Y): 54.23% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 54.23% |
August 31, 2024 | 54.23% |
July 31, 2024 | 54.23% |
June 30, 2024 | 54.23% |
May 31, 2024 | 54.23% |
April 30, 2024 | 54.23% |
March 31, 2024 | 54.23% |
February 29, 2024 | 54.23% |
January 31, 2024 | 54.23% |
December 31, 2023 | 54.23% |
November 30, 2023 | 54.23% |
October 31, 2023 | 54.23% |
September 30, 2023 | 54.23% |
August 31, 2023 | 54.23% |
July 31, 2023 | 54.23% |
June 30, 2023 | 54.23% |
May 31, 2023 | 54.23% |
April 30, 2023 | 54.23% |
March 31, 2023 | 54.23% |
February 28, 2023 | 54.23% |
January 31, 2023 | 54.23% |
December 31, 2022 | 54.23% |
November 30, 2022 | 54.23% |
October 31, 2022 | 54.23% |
September 30, 2022 | 54.23% |
Date | Value |
---|---|
August 31, 2022 | 54.23% |
July 31, 2022 | 54.23% |
June 30, 2022 | 54.23% |
May 31, 2022 | 54.23% |
April 30, 2022 | 54.23% |
March 31, 2022 | 54.23% |
February 28, 2022 | 54.23% |
January 31, 2022 | 54.23% |
December 31, 2021 | 54.23% |
November 30, 2021 | 54.23% |
October 31, 2021 | 54.23% |
September 30, 2021 | 54.23% |
August 31, 2021 | 54.23% |
July 31, 2021 | 54.23% |
June 30, 2021 | 54.23% |
May 31, 2021 | 54.23% |
April 30, 2021 | 54.23% |
March 31, 2021 | 54.23% |
February 28, 2021 | 54.23% |
January 31, 2021 | 54.23% |
December 31, 2020 | 54.23% |
November 30, 2020 | 54.23% |
October 31, 2020 | 54.23% |
September 30, 2020 | 54.23% |
August 31, 2020 | 54.23% |
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
36.61%
Minimum
Oct 2019
54.23%
Maximum
Mar 2020
52.77%
Average
54.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Thoresen Thai Agencies PCL | 82.72% |
Berli Jucker PCL | -- |
Precious Shipping PCL | 82.56% |
Thai Airways International PCL | 99.99% |
Nok Airlines PCL | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.95 |
Beta (5Y) | 0.9065 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.02% |
Historical Sharpe Ratio (5Y) | -0.1685 |
Historical Sortino (5Y) | -0.2778 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.77% |