Bank Of Ayudhya PCL (BKAHF)
0.7653
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Bank Of Ayudhya Max Drawdown (5Y): 58.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.73% |
| March 31, 2024 | 58.73% |
| February 29, 2024 | 58.73% |
| January 31, 2024 | 58.73% |
| December 31, 2023 | 58.73% |
| November 30, 2023 | 58.73% |
| October 31, 2023 | 58.73% |
| September 30, 2023 | 58.73% |
| August 31, 2023 | 58.73% |
| July 31, 2023 | 58.73% |
| June 30, 2023 | 58.73% |
| May 31, 2023 | 58.73% |
| April 30, 2023 | 58.73% |
| March 31, 2023 | 58.73% |
| February 28, 2023 | 58.73% |
| January 31, 2023 | 58.73% |
| December 31, 2022 | 58.73% |
| November 30, 2022 | 58.73% |
| October 31, 2022 | 58.73% |
| September 30, 2022 | 58.73% |
| August 31, 2022 | 58.73% |
| July 31, 2022 | 58.73% |
| June 30, 2022 | 58.73% |
| May 31, 2022 | 58.73% |
| April 30, 2022 | 58.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.73% |
| February 28, 2022 | 58.73% |
| January 31, 2022 | 58.73% |
| December 31, 2021 | 58.73% |
| November 30, 2021 | 58.73% |
| October 31, 2021 | 58.73% |
| September 30, 2021 | 58.73% |
| August 31, 2021 | 58.73% |
| July 31, 2021 | 58.73% |
| June 30, 2021 | 58.73% |
| May 31, 2021 | 58.73% |
| April 30, 2021 | 58.73% |
| March 31, 2021 | 58.73% |
| February 28, 2021 | 58.73% |
| January 31, 2021 | 58.73% |
| December 31, 2020 | 64.16% |
| November 30, 2020 | 64.16% |
| October 31, 2020 | 66.60% |
| September 30, 2020 | 66.60% |
| August 31, 2020 | 66.60% |
| July 31, 2020 | 66.60% |
| June 30, 2020 | 66.60% |
| May 31, 2020 | 66.60% |
| April 30, 2020 | 66.60% |
| March 31, 2020 | 66.60% |
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
58.73%
Minimum
Jan 2021
66.60%
Maximum
May 2019
61.27%
Average
58.73%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Bangkok Bank PCL | 63.05% |
| Kasikornbank Public Co Ltd | 68.12% |
| TISCO Financial Group PCL | 39.12% |
| TMBThanachart Bank PCL | -- |
| Krungthai Card PCL | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.46 |
| Beta (5Y) | 0.3565 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.08% |
| Historical Sharpe Ratio (5Y) | -0.2017 |
| Historical Sortino (5Y) | -0.3969 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.98% |