Thai Beverage PLC (TBVPF)
0.3725
+0.01
(+3.19%)
USD |
OTCM |
May 17, 16:00
Thai Beverage Max Drawdown (5Y): 54.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.65% |
March 31, 2024 | 54.65% |
February 29, 2024 | 54.65% |
January 31, 2024 | 54.65% |
December 31, 2023 | 54.65% |
November 30, 2023 | 54.65% |
October 31, 2023 | 54.65% |
September 30, 2023 | 54.65% |
August 31, 2023 | 54.65% |
July 31, 2023 | 54.65% |
June 30, 2023 | 54.65% |
May 31, 2023 | 54.65% |
April 30, 2023 | 54.65% |
March 31, 2023 | 54.65% |
February 28, 2023 | 54.65% |
January 31, 2023 | 54.65% |
December 31, 2022 | 54.65% |
November 30, 2022 | 54.65% |
October 31, 2022 | 54.65% |
September 30, 2022 | 54.65% |
August 31, 2022 | 54.65% |
July 31, 2022 | 54.65% |
June 30, 2022 | 54.65% |
May 31, 2022 | 54.65% |
April 30, 2022 | 54.65% |
Date | Value |
---|---|
March 31, 2022 | 54.65% |
February 28, 2022 | 54.65% |
January 31, 2022 | 54.65% |
December 31, 2021 | 54.65% |
November 30, 2021 | 54.65% |
October 31, 2021 | 54.65% |
September 30, 2021 | 54.65% |
August 31, 2021 | 54.65% |
July 31, 2021 | 54.65% |
June 30, 2021 | 54.65% |
May 31, 2021 | 54.65% |
April 30, 2021 | 54.65% |
March 31, 2021 | 54.65% |
February 28, 2021 | 54.65% |
January 31, 2021 | 54.65% |
December 31, 2020 | 54.65% |
November 30, 2020 | 54.65% |
October 31, 2020 | 54.65% |
September 30, 2020 | 54.65% |
August 31, 2020 | 54.65% |
July 31, 2020 | 54.65% |
June 30, 2020 | 54.65% |
May 31, 2020 | 54.65% |
April 30, 2020 | 54.65% |
March 31, 2020 | 54.65% |
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
46.99%
Minimum
May 2019
54.65%
Maximum
Mar 2020
53.37%
Average
54.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Univanich Palm Oil PCL | 54.72% |
Thai Union Group PCL | 53.74% |
Haad Thip PCL | -- |
Charoen Pokphand Foods PCL | -- |
Osotspa PCL | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.67 |
Beta (5Y) | 0.7465 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.71% |
Historical Sharpe Ratio (5Y) | -0.3367 |
Historical Sortino (5Y) | -0.5126 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.03% |