Krung Thai Bank PCL (KGTFY)
9.35
0.00 (0.00%)
USD |
OTCM |
Jul 01, 16:00
Krung Thai Bank Max Drawdown (5Y): 53.56% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 53.56% |
| May 31, 2024 | 53.56% |
| April 30, 2024 | 53.56% |
| March 31, 2024 | 53.56% |
| February 29, 2024 | 53.56% |
| January 31, 2024 | 53.56% |
| December 31, 2023 | 53.56% |
| November 30, 2023 | 53.56% |
| October 31, 2023 | 53.56% |
| September 30, 2023 | 53.56% |
| August 31, 2023 | 53.56% |
| July 31, 2023 | 53.56% |
| June 30, 2023 | 53.56% |
| May 31, 2023 | 53.56% |
| April 30, 2023 | 53.56% |
| March 31, 2023 | 53.56% |
| February 28, 2023 | 53.56% |
| January 31, 2023 | 53.56% |
| December 31, 2022 | 53.56% |
| November 30, 2022 | 53.56% |
| October 31, 2022 | 53.56% |
| September 30, 2022 | 53.56% |
| August 31, 2022 | 53.56% |
| July 31, 2022 | 53.56% |
| June 30, 2022 | 53.56% |
| Date | Value |
|---|---|
| May 31, 2022 | 53.56% |
| April 30, 2022 | 53.56% |
| March 31, 2022 | 53.56% |
| February 28, 2022 | 53.56% |
| January 31, 2022 | 53.56% |
| December 31, 2021 | 53.56% |
| November 30, 2021 | 53.56% |
| October 31, 2021 | 53.56% |
| September 30, 2021 | 53.56% |
| August 31, 2021 | 53.56% |
| July 31, 2021 | 53.56% |
| June 30, 2021 | 53.56% |
| May 31, 2021 | 53.56% |
| April 30, 2021 | 53.56% |
| March 31, 2021 | 53.56% |
| February 28, 2021 | 53.56% |
| January 31, 2021 | 53.56% |
| December 31, 2020 | 53.56% |
| November 30, 2020 | 53.56% |
| October 31, 2020 | 53.56% |
| September 30, 2020 | 53.78% |
| August 31, 2020 | 53.78% |
| July 31, 2020 | 53.78% |
| June 30, 2020 | 53.78% |
| May 31, 2020 | 53.78% |
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
53.56%
Minimum
Oct 2020
53.78%
Maximum
Jul 2019
53.62%
Average
53.56%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Bank Of Ayudhya PCL | 58.73% |
| Bangkok Bank PCL | 63.05% |
| Kasikornbank Public Co Ltd | 68.12% |
| Thanachart Capital PCL | 46.42% |
| TISCO Financial Group PCL | 39.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.20 |
| Beta (5Y) | 0.4401 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.63% |
| Historical Sharpe Ratio (5Y) | -0.1509 |
| Historical Sortino (5Y) | -0.2247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |