Ptt PCL (PUTRY)
4.95
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Ptt Max Drawdown (5Y): 41.28% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 41.28% |
| August 31, 2024 | 41.28% |
| July 31, 2024 | 41.28% |
| June 30, 2024 | 41.28% |
| May 31, 2024 | 41.28% |
| April 30, 2024 | 41.28% |
| March 31, 2024 | 41.28% |
| February 29, 2024 | 41.28% |
| January 31, 2024 | 41.28% |
| December 31, 2023 | 41.28% |
| November 30, 2023 | 41.28% |
| October 31, 2023 | 40.89% |
| September 30, 2023 | 40.37% |
| August 31, 2023 | 40.37% |
| July 31, 2023 | 40.37% |
| June 30, 2023 | 40.37% |
| May 31, 2023 | 36.01% |
| April 30, 2023 | 36.01% |
| March 31, 2023 | 36.01% |
| February 28, 2023 | 36.01% |
| January 31, 2023 | 36.01% |
| December 31, 2022 | 36.01% |
| November 30, 2022 | 36.01% |
| October 31, 2022 | 36.01% |
| September 30, 2022 | 36.01% |
| Date | Value |
|---|---|
| August 31, 2022 | 36.01% |
| July 31, 2022 | 36.01% |
| June 30, 2022 | 36.01% |
| May 31, 2022 | 36.01% |
| April 30, 2022 | 36.01% |
| March 31, 2022 | 36.01% |
| February 28, 2022 | 36.01% |
| January 31, 2022 | 36.01% |
| December 31, 2021 | 36.01% |
| November 30, 2021 | 36.01% |
| October 31, 2021 | 36.01% |
| September 30, 2021 | 36.01% |
| August 31, 2021 | 36.01% |
| July 31, 2021 | 36.01% |
| June 30, 2021 | 36.01% |
| May 31, 2021 | 36.01% |
| April 30, 2021 | 36.01% |
| March 31, 2021 | 36.01% |
| February 28, 2021 | 36.01% |
| January 31, 2021 | 36.01% |
| December 31, 2020 | 36.01% |
| November 30, 2020 | 36.01% |
| October 31, 2020 | 36.01% |
| September 30, 2020 | 23.21% |
| August 31, 2020 | 23.21% |
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
17.50%
Minimum
Nov 2019
41.28%
Maximum
Nov 2023
34.30%
Average
36.01%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| PTT Exploration & Production PCL | 82.37% |
| IRPC PCL | -- |
| Banpu PCL | -- |
| Thai Oil PCL | -- |
| Mermaid Maritime PCL | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.107 |
| Beta (5Y) | 0.079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.27% |
| Historical Sharpe Ratio (5Y) | -0.302 |
| Historical Sortino (5Y) | -0.4621 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.27% |