PTT Exploration & Production PCL (PEXNY)
14.42
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
PTT Exploration & Production Max Drawdown (5Y): 82.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.37% |
| September 30, 2024 | 82.37% |
| August 31, 2024 | 82.37% |
| July 31, 2024 | 82.37% |
| June 30, 2024 | 82.37% |
| May 31, 2024 | 82.37% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
78.37%
Average
79.87%
Median
Max Drawdown (5Y) Benchmarks
| IRPC PCL | -- |
| Banpu PCL | -- |
| Ptt PCL | 41.28% |
| Thai Oil PCL | -- |
| Mermaid Maritime PCL | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.915 |
| Beta (5Y) | 0.9424 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 180.5% |
| Historical Sharpe Ratio (5Y) | 0.0836 |
| Historical Sortino (5Y) | 0.3404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.35% |