The Siam Cement Public Co. Ltd. (SCVPF)
7.81
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
Siam Cement Public Max Drawdown (5Y) : 63.30% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 63.30% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 60.29% |
| 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% |
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% |
| Ibstock Plc | 56.97% |
| CRH Plc | 38.29% |
| CEMEX SAB de CV | 66.83% |
| Eagle Materials, Inc. | 45.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.873 |
| Beta (5Y) | 0.1228 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.70% |
| Historical Sharpe Ratio (5Y) | -0.2083 |
| Historical Sortino (5Y) | -0.3396 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |