Thai Beverage PLC (TBVPF)
0.39
+0.01
(+2.63%)
USD |
OTCM |
Nov 14, 16:00
Thai Beverage Max Drawdown (5Y): 54.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.65% |
| September 30, 2024 | 54.65% |
| August 31, 2024 | 54.65% |
| July 31, 2024 | 54.65% |
| June 30, 2024 | 54.65% |
| May 31, 2024 | 54.65% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
54.65%
Maximum
Mar 2020
54.14%
Average
54.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Univanich Palm Oil PCL | 58.14% |
| Haad Thip PCL | -- |
| Thai Union Group PCL | 47.39% |
| Charoen Pokphand Foods PCL | -- |
| Osotspa PCL | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.62 |
| Beta (5Y) | 0.7782 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.90% |
| Historical Sharpe Ratio (5Y) | -0.239 |
| Historical Sortino (5Y) | -0.3808 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |