Thoresen Thai Agencies PCL (THAFF)
0.1724
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Thoresen Thai Agencies Max Drawdown (5Y): 82.72% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 82.72% |
August 31, 2024 | 82.72% |
July 31, 2024 | 82.72% |
June 30, 2024 | 82.72% |
May 31, 2024 | 82.72% |
April 30, 2024 | 82.72% |
March 31, 2024 | 82.72% |
February 29, 2024 | 82.72% |
January 31, 2024 | 82.72% |
December 31, 2023 | 82.72% |
November 30, 2023 | 82.72% |
October 31, 2023 | 82.72% |
September 30, 2023 | 82.72% |
August 31, 2023 | 82.72% |
July 31, 2023 | 82.72% |
June 30, 2023 | 82.72% |
May 31, 2023 | 82.72% |
April 30, 2023 | 82.72% |
March 31, 2023 | 82.72% |
February 28, 2023 | 82.72% |
January 31, 2023 | 82.72% |
December 31, 2022 | 82.72% |
November 30, 2022 | 82.72% |
October 31, 2022 | 82.72% |
September 30, 2022 | 82.72% |
Date | Value |
---|---|
August 31, 2022 | 82.72% |
July 31, 2022 | 82.72% |
June 30, 2022 | 82.72% |
May 31, 2022 | 82.72% |
April 30, 2022 | 82.72% |
March 31, 2022 | 82.72% |
February 28, 2022 | 82.72% |
January 31, 2022 | 82.72% |
December 31, 2021 | 82.72% |
November 30, 2021 | 82.72% |
October 31, 2021 | 82.72% |
September 30, 2021 | 82.72% |
August 31, 2021 | 82.72% |
July 31, 2021 | 82.72% |
June 30, 2021 | 82.72% |
May 31, 2021 | 82.72% |
April 30, 2021 | 82.72% |
March 31, 2021 | 82.72% |
February 28, 2021 | 82.72% |
January 31, 2021 | 82.72% |
December 31, 2020 | 82.72% |
November 30, 2020 | 82.72% |
October 31, 2020 | 82.72% |
September 30, 2020 | 82.72% |
August 31, 2020 | 82.72% |
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
72.38%
Minimum
Nov 2019
82.72%
Maximum
May 2020
82.01%
Average
82.72%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Berli Jucker PCL | -- |
Precious Shipping PCL | 82.56% |
Thai Airways International PCL | 99.99% |
Nok Airlines PCL | 100.00% |
Airports Of Thailand PLC | 58.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.44 |
Beta (5Y) | 1.508 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.26% |
Historical Sharpe Ratio (5Y) | -0.0089 |
Historical Sortino (5Y) | -0.0193 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.89% |