Kaman Corp (DELISTED) (KAMN:DL)
45.99
+0.12
(+0.26%)
USD |
NYSE |
Apr 18, 16:00
46.00
0.00 (0.00%)
Pre-Market: 20:00
Kaman Max Drawdown (5Y): 72.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 72.06% |
February 29, 2024 | 72.06% |
January 31, 2024 | 72.06% |
December 31, 2023 | 72.06% |
November 30, 2023 | 72.06% |
October 31, 2023 | 72.06% |
September 30, 2023 | 72.06% |
August 31, 2023 | 72.06% |
July 31, 2023 | 72.06% |
June 30, 2023 | 72.06% |
May 31, 2023 | 72.06% |
April 30, 2023 | 72.06% |
March 31, 2023 | 72.06% |
February 28, 2023 | 72.06% |
January 31, 2023 | 72.06% |
December 31, 2022 | 72.06% |
November 30, 2022 | 72.06% |
October 31, 2022 | 59.60% |
September 30, 2022 | 59.60% |
August 31, 2022 | 59.40% |
July 31, 2022 | 59.40% |
June 30, 2022 | 59.00% |
May 31, 2022 | 59.00% |
April 30, 2022 | 59.00% |
March 31, 2022 | 59.00% |
Date | Value |
---|---|
February 28, 2022 | 59.00% |
January 31, 2022 | 59.00% |
December 31, 2021 | 59.00% |
November 30, 2021 | 59.00% |
October 31, 2021 | 59.00% |
September 30, 2021 | 59.00% |
August 31, 2021 | 59.00% |
July 31, 2021 | 59.00% |
June 30, 2021 | 59.00% |
May 31, 2021 | 59.00% |
April 30, 2021 | 59.00% |
March 31, 2021 | 59.00% |
February 28, 2021 | 59.00% |
January 31, 2021 | 59.00% |
December 31, 2020 | 59.00% |
November 30, 2020 | 59.00% |
October 31, 2020 | 59.00% |
September 30, 2020 | 59.00% |
August 31, 2020 | 59.00% |
July 31, 2020 | 59.00% |
June 30, 2020 | 59.00% |
May 31, 2020 | 59.00% |
April 30, 2020 | 59.00% |
March 31, 2020 | 59.00% |
February 29, 2020 | 29.72% |
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
29.72%
Minimum
May 2019
72.06%
Maximum
Nov 2022
57.83%
Average
59.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Haynes International Inc | 62.92% |
Astronics Corp | 87.10% |
CPI Aerostructures Inc | 92.55% |
Air Industries Group | 93.83% |
Sky Harbour Group Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.95 |
Beta (5Y) | 1.182 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.20% |
Historical Sharpe Ratio (5Y) | -0.079 |
Historical Sortino (5Y) | -0.1426 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.41% |