Precious Shipping PCL (PSGFF)
0.3267
0.00 (0.00%)
USD |
OTCM |
Nov 25, 16:00
Precious Shipping Max Drawdown (5Y): 82.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.56% |
| September 30, 2024 | 82.56% |
| August 31, 2024 | 82.56% |
| July 31, 2024 | 82.56% |
| June 30, 2024 | 82.56% |
| May 31, 2024 | 82.56% |
| April 30, 2024 | 82.56% |
| March 31, 2024 | 82.56% |
| February 29, 2024 | 82.56% |
| January 31, 2024 | 82.56% |
| December 31, 2023 | 82.56% |
| November 30, 2023 | 82.56% |
| October 31, 2023 | 82.56% |
| September 30, 2023 | 82.56% |
| August 31, 2023 | 82.56% |
| July 31, 2023 | 82.56% |
| June 30, 2023 | 82.56% |
| May 31, 2023 | 82.56% |
| April 30, 2023 | 82.56% |
| March 31, 2023 | 82.56% |
| February 28, 2023 | 82.56% |
| January 31, 2023 | 82.56% |
| December 31, 2022 | 82.56% |
| November 30, 2022 | 82.56% |
| October 31, 2022 | 82.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.56% |
| August 31, 2022 | 82.56% |
| July 31, 2022 | 82.56% |
| June 30, 2022 | 82.56% |
| May 31, 2022 | 82.56% |
| April 30, 2022 | 82.56% |
| March 31, 2022 | 82.56% |
| February 28, 2022 | 82.56% |
| January 31, 2022 | 82.56% |
| December 31, 2021 | 82.56% |
| November 30, 2021 | 82.56% |
| October 31, 2021 | 82.56% |
| September 30, 2021 | 83.42% |
| August 31, 2021 | 83.42% |
| July 31, 2021 | 83.42% |
| June 30, 2021 | 83.42% |
| May 31, 2021 | 83.42% |
| April 30, 2021 | 83.42% |
| March 31, 2021 | 83.42% |
| February 28, 2021 | 83.42% |
| January 31, 2021 | 83.42% |
| December 31, 2020 | 83.42% |
| November 30, 2020 | 83.42% |
| October 31, 2020 | 83.42% |
| September 30, 2020 | 83.42% |
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
82.56%
Minimum
Oct 2021
83.42%
Maximum
Nov 2019
82.89%
Average
82.56%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Thoresen Thai Agencies PCL | 82.72% |
| Berli Jucker PCL | -- |
| Thai Airways International PCL | 99.99% |
| Nok Airlines PCL | 100.00% |
| Airports Of Thailand PLC | 54.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.488 |
| Beta (5Y) | 0.8057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.25% |
| Historical Sharpe Ratio (5Y) | 0.0627 |
| Historical Sortino (5Y) | 0.139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.89% |