Charoen Pokphand Foods PCL (CHPFF)
0.5092
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Charoen Pokphand Foods Max Drawdown (5Y): 56.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 56.36% |
| March 31, 2024 | 55.66% |
| February 29, 2024 | 54.12% |
| January 31, 2024 | 54.12% |
| December 31, 2023 | 54.12% |
| November 30, 2023 | 54.12% |
| October 31, 2023 | 54.12% |
| September 30, 2023 | 50.26% |
| August 31, 2023 | 50.26% |
| July 31, 2023 | 50.26% |
| June 30, 2023 | 50.26% |
| May 31, 2023 | 48.64% |
| April 30, 2023 | 46.75% |
| March 31, 2023 | 43.79% |
| February 28, 2023 | 42.42% |
| January 31, 2023 | 42.42% |
| December 31, 2022 | 42.42% |
| November 30, 2022 | 42.42% |
| October 31, 2022 | 42.42% |
| September 30, 2022 | 41.46% |
| August 31, 2022 | 40.72% |
| July 31, 2022 | 40.72% |
| June 30, 2022 | 40.72% |
| May 31, 2022 | 40.72% |
| April 30, 2022 | 40.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 40.72% |
| February 28, 2022 | 40.72% |
| January 31, 2022 | 40.72% |
| December 31, 2021 | 40.72% |
| November 30, 2021 | 40.72% |
| October 31, 2021 | 40.72% |
| September 30, 2021 | 40.72% |
| August 31, 2021 | 40.72% |
| July 31, 2021 | 40.72% |
| June 30, 2021 | 40.72% |
| May 31, 2021 | 40.72% |
| April 30, 2021 | 40.72% |
| March 31, 2021 | 40.72% |
| February 28, 2021 | 40.72% |
| January 31, 2021 | 52.60% |
| December 31, 2020 | 59.83% |
| November 30, 2020 | 59.83% |
| October 31, 2020 | 60.64% |
| September 30, 2020 | 60.64% |
| August 31, 2020 | 60.64% |
| July 31, 2020 | 60.64% |
| June 30, 2020 | 60.64% |
| May 31, 2020 | 60.64% |
| April 30, 2020 | 60.64% |
| March 31, 2020 | 60.64% |
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
40.72%
Minimum
Feb 2021
60.64%
Maximum
May 2019
50.23%
Average
50.26%
Median
Jun 2023
Max Drawdown (5Y) Benchmarks
| Thai Beverage PLC | 54.65% |
| Univanich Palm Oil PCL | 54.72% |
| Thai Union Group PCL | 53.74% |
| Haad Thip PCL | -- |
| Osotspa PCL | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.98 |
| Beta (5Y) | 0.4931 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.07% |
| Historical Sharpe Ratio (5Y) | -0.3952 |
| Historical Sortino (5Y) | -0.5633 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |