CP All PCL (CPPCY)
19.00
0.00 (0.00%)
USD |
OTCM |
Sep 26, 16:00
CP All Max Drawdown (5Y): 63.47% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 63.47% |
| July 31, 2024 | 63.47% |
| June 30, 2024 | 63.47% |
| May 31, 2024 | 63.47% |
| April 30, 2024 | 63.47% |
| March 31, 2024 | 61.40% |
| February 29, 2024 | 61.40% |
| January 31, 2024 | 61.40% |
| December 31, 2023 | 60.48% |
| November 30, 2023 | 60.48% |
| October 31, 2023 | 60.48% |
| September 30, 2023 | 60.48% |
| August 31, 2023 | 60.48% |
| July 31, 2023 | 60.48% |
| June 30, 2023 | 60.48% |
| May 31, 2023 | 60.48% |
| April 30, 2023 | 60.48% |
| March 31, 2023 | 60.48% |
| February 28, 2023 | 60.48% |
| January 31, 2023 | 60.48% |
| December 31, 2022 | 60.48% |
| November 30, 2022 | 60.48% |
| October 31, 2022 | 60.48% |
| September 30, 2022 | 57.79% |
| August 31, 2022 | 57.79% |
| Date | Value |
|---|---|
| July 31, 2022 | 57.79% |
| June 30, 2022 | 57.79% |
| May 31, 2022 | 57.79% |
| April 30, 2022 | 57.79% |
| March 31, 2022 | 57.79% |
| February 28, 2022 | 57.79% |
| January 31, 2022 | 57.79% |
| December 31, 2021 | 57.79% |
| November 30, 2021 | 57.79% |
| October 31, 2021 | 57.79% |
| September 30, 2021 | 57.79% |
| August 31, 2021 | 57.79% |
| July 31, 2021 | 57.79% |
| June 30, 2021 | 57.79% |
| May 31, 2021 | 57.79% |
| April 30, 2021 | 57.79% |
| March 31, 2021 | 57.79% |
| February 28, 2021 | 57.79% |
| January 31, 2021 | 57.79% |
| December 31, 2020 | 57.79% |
| November 30, 2020 | 57.79% |
| October 31, 2020 | 57.79% |
| September 30, 2020 | 57.79% |
| August 31, 2020 | 57.79% |
| July 31, 2020 | 57.79% |
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
41.44%
Minimum
Sep 2019
63.47%
Maximum
Apr 2024
57.48%
Average
57.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Thai Beverage PLC | 54.65% |
| Univanich Palm Oil PCL | 58.14% |
| Haad Thip PCL | -- |
| Charoen Pokphand Foods PCL | -- |
| Osotspa PCL | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.59 |
| Beta (5Y) | 0.5149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.27% |
| Historical Sharpe Ratio (5Y) | -0.2357 |
| Historical Sortino (5Y) | -0.3829 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.19% |