Tenaga Nasional Bhd (TNABF)
3.215
0.00 (0.00%)
USD |
OTCM |
Feb 20, 16:00
Tenaga Nasional Max Drawdown (5Y): 97.47% for Jan. 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8777 |
Beta (5Y) | -0.0342 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 556.2% |
Historical Sharpe Ratio (5Y) | 0.0008 |
Historical Sortino (5Y) | 0.0222 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.42% |