PTT Exploration & Production PCL (PEXNY)
11.79
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
PTT Exploration & Production Max Drawdown (5Y): 82.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.37% |
March 31, 2024 | 81.04% |
February 29, 2024 | 81.04% |
January 31, 2024 | 81.04% |
December 31, 2023 | 81.04% |
November 30, 2023 | 81.04% |
October 31, 2023 | 81.04% |
September 30, 2023 | 81.04% |
August 31, 2023 | 81.04% |
July 31, 2023 | 67.83% |
June 30, 2023 | 67.83% |
May 31, 2023 | 67.83% |
April 30, 2023 | 67.83% |
March 31, 2023 | 67.83% |
February 28, 2023 | 67.83% |
January 31, 2023 | 67.83% |
December 31, 2022 | 67.83% |
November 30, 2022 | 67.83% |
October 31, 2022 | 67.83% |
September 30, 2022 | 68.63% |
August 31, 2022 | 70.91% |
July 31, 2022 | 73.19% |
June 30, 2022 | 73.19% |
May 31, 2022 | 73.19% |
April 30, 2022 | 73.19% |
Date | Value |
---|---|
March 31, 2022 | 73.19% |
February 28, 2022 | 73.19% |
January 31, 2022 | 73.19% |
December 31, 2021 | 73.19% |
November 30, 2021 | 73.19% |
October 31, 2021 | 73.19% |
September 30, 2021 | 73.44% |
August 31, 2021 | 76.28% |
July 31, 2021 | 76.28% |
June 30, 2021 | 76.66% |
May 31, 2021 | 76.66% |
April 30, 2021 | 76.86% |
March 31, 2021 | 77.13% |
February 28, 2021 | 78.70% |
January 31, 2021 | 83.74% |
December 31, 2020 | 83.74% |
November 30, 2020 | 85.64% |
October 31, 2020 | 88.51% |
September 30, 2020 | 88.51% |
August 31, 2020 | 88.51% |
July 31, 2020 | 88.51% |
June 30, 2020 | 88.51% |
May 31, 2020 | 88.51% |
April 30, 2020 | 88.51% |
March 31, 2020 | 88.51% |
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
67.83%
Minimum
Oct 2022
88.51%
Maximum
May 2019
78.98%
Average
79.87%
Median
Max Drawdown (5Y) Benchmarks
Thai Oil PCL | 74.13% |
IRPC PCL | -- |
Ptt PCL | -- |
Banpu PCL | -- |
Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.516 |
Beta (5Y) | 0.8248 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 178.4% |
Historical Sharpe Ratio (5Y) | 0.06 |
Historical Sortino (5Y) | 0.2532 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.32% |