Korea Fund Inc (KF)
23.27
0.00 (0.00%)
USD |
NYSE |
May 31, 16:00
23.16
-0.11
(-0.47%)
After-Hours: 20:00
KF Max Drawdown (5Y): 52.93% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 52.93% |
April 30, 2024 | 52.93% |
March 31, 2024 | 52.93% |
February 29, 2024 | 52.93% |
January 31, 2024 | 52.93% |
December 31, 2023 | 52.93% |
November 30, 2023 | 52.93% |
October 31, 2023 | 52.93% |
September 30, 2023 | 52.93% |
August 31, 2023 | 52.93% |
July 31, 2023 | 52.93% |
June 30, 2023 | 52.93% |
May 31, 2023 | 52.93% |
April 30, 2023 | 52.93% |
March 31, 2023 | 52.93% |
February 28, 2023 | 52.93% |
January 31, 2023 | 52.93% |
December 31, 2022 | 52.93% |
November 30, 2022 | 52.93% |
October 31, 2022 | 52.93% |
September 30, 2022 | 52.93% |
August 31, 2022 | 52.93% |
July 31, 2022 | 52.93% |
June 30, 2022 | 52.93% |
May 31, 2022 | 52.93% |
Date | Value |
---|---|
April 30, 2022 | 52.93% |
March 31, 2022 | 52.93% |
February 28, 2022 | 52.93% |
January 31, 2022 | 52.93% |
December 31, 2021 | 52.93% |
November 30, 2021 | 52.93% |
October 31, 2021 | 52.93% |
September 30, 2021 | 52.93% |
August 31, 2021 | 52.93% |
July 31, 2021 | 52.93% |
June 30, 2021 | 52.93% |
May 31, 2021 | 52.93% |
April 30, 2021 | 52.93% |
March 31, 2021 | 52.93% |
February 28, 2021 | 52.93% |
January 31, 2021 | 52.93% |
December 31, 2020 | 52.93% |
November 30, 2020 | 52.93% |
October 31, 2020 | 52.93% |
September 30, 2020 | 52.93% |
August 31, 2020 | 52.93% |
July 31, 2020 | 52.93% |
June 30, 2020 | 52.93% |
May 31, 2020 | 52.93% |
April 30, 2020 | 52.93% |
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
27.75%
Minimum
Jun 2019
52.93%
Maximum
Mar 2020
49.70%
Average
52.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.717 |
Beta (5Y) | 1.455 |
Alpha (vs YCharts Benchmark) (5Y) | -12.88 |
Beta (vs YCharts Benchmark) (5Y) | 1.169 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.18% |
Historical Sharpe Ratio (5Y) | 0.1074 |
Historical Sortino (5Y) | 0.1626 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.84% |