Charoen Pokphand Foods Public Co. Ltd. (CHPFF)
0.70
+0.01
(+1.39%)
USD |
OTCM |
Aug 27, 16:00
Charoen Pokphand Foods Public Max Drawdown (5Y) : 54.74% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 54.74% |
| June 30, 2026 | 54.74% |
| May 31, 2026 | 54.74% |
| April 30, 2026 | 54.74% |
| March 31, 2026 | 54.74% |
| February 28, 2026 | 54.74% |
| January 31, 2026 | 54.74% |
| December 31, 2025 | 54.74% |
| November 30, 2025 | 54.74% |
| October 31, 2025 | 54.74% |
| September 30, 2025 | 54.74% |
| August 31, 2025 | 54.74% |
| July 31, 2025 | 54.74% |
| June 30, 2025 | 54.74% |
| May 31, 2025 | 54.74% |
| April 30, 2025 | 54.74% |
| March 31, 2025 | 54.74% |
| February 28, 2025 | 54.74% |
| January 31, 2025 | 54.74% |
| December 31, 2024 | 54.74% |
| November 30, 2024 | 54.74% |
| October 31, 2024 | 54.74% |
| September 30, 2024 | 54.74% |
| August 31, 2024 | 54.74% |
| July 31, 2024 | 54.74% |
| Date | Value |
|---|---|
| June 30, 2024 | 54.74% |
| May 31, 2024 | 54.74% |
| April 30, 2024 | 54.74% |
| March 31, 2024 | 54.01% |
| February 29, 2024 | 52.42% |
| January 31, 2024 | 52.42% |
| December 31, 2023 | 52.42% |
| November 30, 2023 | 52.42% |
| October 31, 2023 | 52.42% |
| September 30, 2023 | 48.42% |
| August 31, 2023 | 48.42% |
| July 31, 2023 | 48.42% |
| June 30, 2023 | 48.42% |
| May 31, 2023 | 46.73% |
| April 30, 2023 | 44.78% |
| March 31, 2023 | 41.71% |
| February 28, 2023 | 40.72% |
| January 31, 2023 | 40.72% |
| December 31, 2022 | 40.72% |
| November 30, 2022 | 40.72% |
| October 31, 2022 | 40.72% |
| September 30, 2022 | 40.72% |
| August 31, 2022 | 40.72% |
| July 31, 2022 | 40.72% |
| June 30, 2022 | 40.72% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Alico, Inc. | 45.54% |
| Cal-Maine Foods, Inc. | 37.00% |
| Cresud SA | 80.51% |
| Origin Agritech Ltd. | 96.81% |
| Limoneira Co. | 65.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.233 |
| Beta (5Y) | 0.0086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.24% |
| Historical Sharpe Ratio (5Y) | -0.1471 |
| Historical Sortino (5Y) | -0.2031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.53% |