Thai Beverage PLC (TBVPY)
39.24
0.00 (0.00%)
USD |
OTCM |
Jun 13, 16:00
Thai Beverage Max Drawdown (5Y): 39.60% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 39.60% |
| April 30, 2024 | 38.74% |
| March 31, 2024 | 38.74% |
| February 29, 2024 | 34.46% |
| January 31, 2024 | 34.46% |
| December 31, 2023 | 34.46% |
| November 30, 2023 | 34.45% |
| October 31, 2023 | 39.25% |
| September 30, 2023 | 40.02% |
| August 31, 2023 | 40.02% |
| July 31, 2023 | 40.02% |
| June 30, 2023 | 40.02% |
| May 31, 2023 | 40.02% |
| April 30, 2023 | 40.02% |
| March 31, 2023 | 40.02% |
| February 28, 2023 | 40.02% |
| January 31, 2023 | 40.02% |
| December 31, 2022 | 40.02% |
| November 30, 2022 | 40.02% |
| October 31, 2022 | 40.02% |
| September 30, 2022 | 40.02% |
| August 31, 2022 | 40.02% |
| July 31, 2022 | 40.02% |
| June 30, 2022 | 40.02% |
| May 31, 2022 | 40.02% |
| Date | Value |
|---|---|
| April 30, 2022 | 40.02% |
| March 31, 2022 | 40.02% |
| February 28, 2022 | 40.02% |
| January 31, 2022 | 40.02% |
| December 31, 2021 | 40.02% |
| November 30, 2021 | 40.02% |
| October 31, 2021 | 40.02% |
| September 30, 2021 | 40.02% |
| August 31, 2021 | 40.02% |
| July 31, 2021 | 40.02% |
| June 30, 2021 | 40.02% |
| May 31, 2021 | 40.02% |
| April 30, 2021 | 40.02% |
| March 31, 2021 | 40.02% |
| February 28, 2021 | 40.02% |
| January 31, 2021 | 40.02% |
| December 31, 2020 | 40.02% |
| November 30, 2020 | 40.02% |
| October 31, 2020 | 40.02% |
| September 30, 2020 | 40.02% |
| August 31, 2020 | 40.02% |
| July 31, 2020 | 40.02% |
| June 30, 2020 | 40.02% |
| May 31, 2020 | 40.02% |
| April 30, 2020 | 40.02% |
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
34.45%
Minimum
Nov 2023
40.02%
Maximum
Jun 2019
39.59%
Average
40.02%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Univanich Palm Oil PCL | 54.72% |
| Haad Thip PCL | -- |
| Charoen Pokphand Foods PCL | -- |
| Osotspa PCL | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.02 |
| Beta (5Y) | 0.224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.05% |
| Historical Sharpe Ratio (5Y) | -0.4172 |
| Historical Sortino (5Y) | -0.5042 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.27% |