CP All PCL (CVPBF)
1.68
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
CP All Max Drawdown (5Y): 50.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.99% |
| March 31, 2024 | 50.99% |
| February 29, 2024 | 50.99% |
| January 31, 2024 | 50.99% |
| December 31, 2023 | 49.05% |
| November 30, 2023 | 47.04% |
| October 31, 2023 | 47.04% |
| September 30, 2023 | 47.04% |
| August 31, 2023 | 47.04% |
| July 31, 2023 | 47.04% |
| June 30, 2023 | 47.04% |
| May 31, 2023 | 47.04% |
| April 30, 2023 | 47.04% |
| March 31, 2023 | 47.04% |
| February 28, 2023 | 47.04% |
| January 31, 2023 | 47.04% |
| December 31, 2022 | 47.04% |
| November 30, 2022 | 47.04% |
| October 31, 2022 | 47.04% |
| September 30, 2022 | 47.04% |
| August 31, 2022 | 40.07% |
| July 31, 2022 | 40.07% |
| June 30, 2022 | 40.07% |
| May 31, 2022 | 40.07% |
| April 30, 2022 | 40.07% |
| Date | Value |
|---|---|
| March 31, 2022 | 40.07% |
| February 28, 2022 | 40.07% |
| January 31, 2022 | 40.07% |
| December 31, 2021 | 40.07% |
| November 30, 2021 | 37.28% |
| October 31, 2021 | 37.28% |
| September 30, 2021 | 37.28% |
| August 31, 2021 | 37.28% |
| July 31, 2021 | 37.28% |
| June 30, 2021 | 37.28% |
| May 31, 2021 | 37.28% |
| April 30, 2021 | 37.28% |
| March 31, 2021 | 37.28% |
| February 28, 2021 | 37.28% |
| January 31, 2021 | 37.28% |
| December 31, 2020 | 37.28% |
| November 30, 2020 | 37.28% |
| October 31, 2020 | 37.28% |
| September 30, 2020 | 20.00% |
| August 31, 2020 | 20.00% |
| July 31, 2020 | 20.00% |
| June 30, 2020 | 20.00% |
| May 31, 2020 | 20.00% |
| April 30, 2020 | 20.00% |
| March 31, 2020 | 20.00% |
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
20.00%
Minimum
May 2019
50.99%
Maximum
Jan 2024
36.35%
Average
37.28%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Thai Beverage PLC | 54.65% |
| Univanich Palm Oil PCL | 54.72% |
| Haad Thip PCL | -- |
| Charoen Pokphand Foods PCL | -- |
| Osotspa PCL | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.86 |
| Beta (5Y) | 0.2026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.17% |
| Historical Sharpe Ratio (5Y) | -0.2949 |
| Historical Sortino (5Y) | -0.3717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |