The Siam Cement Public Co. Ltd. (SCVPF)
7.81
+0.01
(+0.13%)
USD |
OTCM |
Sep 15, 16:00
Siam Cement Public Max Drawdown (5Y) : 63.30% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 63.30% |
| July 31, 2026 | 63.30% |
| June 30, 2026 | 63.30% |
| May 31, 2026 | 63.30% |
| April 30, 2026 | 63.30% |
| March 31, 2026 | 63.30% |
| February 28, 2026 | 63.30% |
| January 31, 2026 | 63.30% |
| December 31, 2025 | 63.30% |
| November 30, 2025 | 63.30% |
| October 31, 2025 | 63.30% |
| September 30, 2025 | 63.30% |
| August 31, 2025 | 63.30% |
| July 31, 2025 | 63.30% |
| June 30, 2025 | 63.30% |
| May 31, 2025 | 63.30% |
| April 30, 2025 | 63.30% |
| March 31, 2025 | 63.30% |
| February 28, 2025 | 63.30% |
| January 31, 2025 | 63.30% |
| December 31, 2024 | 62.47% |
| November 30, 2024 | 60.29% |
| October 31, 2024 | 60.29% |
| September 30, 2024 | 60.29% |
| August 31, 2024 | 60.29% |
| Date | Value |
|---|---|
| July 31, 2024 | 53.60% |
| June 30, 2024 | 50.49% |
| May 31, 2024 | 48.20% |
| April 30, 2024 | 48.20% |
| March 31, 2024 | 48.20% |
| February 29, 2024 | 48.20% |
| January 31, 2024 | 43.21% |
| December 31, 2023 | 43.21% |
| November 30, 2023 | 43.21% |
| October 31, 2023 | 43.21% |
| September 30, 2023 | 41.56% |
| August 31, 2023 | 41.56% |
| July 31, 2023 | 41.56% |
| June 30, 2023 | 41.56% |
| May 31, 2023 | 41.56% |
| April 30, 2023 | 41.56% |
| March 31, 2023 | 41.56% |
| February 28, 2023 | 41.56% |
| January 31, 2023 | 41.56% |
| December 31, 2022 | 41.56% |
| November 30, 2022 | 41.56% |
| October 31, 2022 | 41.56% |
| September 30, 2022 | 41.56% |
| August 31, 2022 | 41.56% |
| July 31, 2022 | 41.56% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Wienerberger AG | 54.26% |
| ReTo Eco-Solutions, Inc. | 100.00% |
| Ibstock Plc | 56.97% |
| Albemarle Corp. | 83.90% |
| Ampco-Pittsburgh Corp. | 91.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.30 |
| Beta (5Y) | 0.1858 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.94% |
| Historical Sharpe Ratio (5Y) | -0.3223 |
| Historical Sortino (5Y) | -0.4713 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |