Custom order by in SQL server like P, A, L, H

Not ASC or DESC.... Order by custom...

I have tried using case but not successfully

SELECT * FROM Customers
ORDER BY case country
when 'P' then 1 …

This is what I want:

SELECT * FROM Customers
ORDER BY case when country = 'P' then 1
              when country = 'A' then 2
              when country = 'L' then 3
              when country = 'H' then 4
              else 5
         end asc