Thai Airways International PCL (TAWNF)
0.0085
0.00 (0.00%)
USD |
OTCM |
Nov 26, 10:48
Thai Airways International Max Drawdown (5Y): 99.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.99% |
| September 30, 2024 | 99.99% |
| August 31, 2024 | 99.99% |
| July 31, 2024 | 99.99% |
| June 30, 2024 | 99.99% |
| May 31, 2024 | 99.99% |
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.99% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.99% |
| May 31, 2023 | 99.99% |
| April 30, 2023 | 99.99% |
| March 31, 2023 | 99.99% |
| February 28, 2023 | 99.99% |
| January 31, 2023 | 99.99% |
| December 31, 2022 | 99.99% |
| November 30, 2022 | 99.99% |
| October 31, 2022 | 99.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.99% |
| August 31, 2022 | 99.93% |
| July 31, 2022 | 99.93% |
| June 30, 2022 | 99.93% |
| May 31, 2022 | 99.92% |
| April 30, 2022 | 99.86% |
| March 31, 2022 | 99.84% |
| February 28, 2022 | 99.84% |
| January 31, 2022 | 99.84% |
| December 31, 2021 | 99.83% |
| November 30, 2021 | 98.98% |
| October 31, 2021 | 98.75% |
| September 30, 2021 | 98.75% |
| August 31, 2021 | 98.75% |
| July 31, 2021 | 98.75% |
| June 30, 2021 | 98.75% |
| May 31, 2021 | 98.75% |
| April 30, 2021 | 98.62% |
| March 31, 2021 | 89.47% |
| February 28, 2021 | 89.47% |
| January 31, 2021 | 89.47% |
| December 31, 2020 | 89.47% |
| November 30, 2020 | 89.47% |
| October 31, 2020 | 89.47% |
| September 30, 2020 | 89.47% |
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
67.11%
Minimum
Nov 2019
99.99%
Maximum
Sep 2022
95.71%
Average
99.89%
Median
Max Drawdown (5Y) Benchmarks
| Thoresen Thai Agencies PCL | 82.72% |
| Berli Jucker PCL | -- |
| Precious Shipping PCL | 82.56% |
| Nok Airlines PCL | 100.00% |
| Airports Of Thailand PLC | 58.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.68 |
| Beta (5Y) | 1.517 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 558.9% |
| Historical Sharpe Ratio (5Y) | -0.1057 |
| Historical Sortino (5Y) | -0.6681 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 70.00% |