The Kraft Heinz Co (KHC)
38.16
-0.21
(-0.55%)
USD |
NASDAQ |
Apr 26, 16:00
38.16
0.00 (0.00%)
After-Hours: 20:00
Kraft Heinz Max Drawdown (5Y): 75.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.99% |
February 29, 2024 | 75.99% |
January 31, 2024 | 75.99% |
December 31, 2023 | 75.99% |
November 30, 2023 | 75.99% |
October 31, 2023 | 75.99% |
September 30, 2023 | 75.99% |
August 31, 2023 | 75.99% |
July 31, 2023 | 75.99% |
June 30, 2023 | 75.99% |
May 31, 2023 | 75.99% |
April 30, 2023 | 75.99% |
March 31, 2023 | 75.99% |
February 28, 2023 | 75.99% |
January 31, 2023 | 75.99% |
December 31, 2022 | 75.99% |
November 30, 2022 | 75.99% |
October 31, 2022 | 75.99% |
September 30, 2022 | 75.99% |
August 31, 2022 | 75.99% |
July 31, 2022 | 75.99% |
June 30, 2022 | 75.99% |
May 31, 2022 | 75.99% |
April 30, 2022 | 75.99% |
March 31, 2022 | 75.99% |
Date | Value |
---|---|
February 28, 2022 | 75.99% |
January 31, 2022 | 75.99% |
December 31, 2021 | 75.99% |
November 30, 2021 | 75.99% |
October 31, 2021 | 75.99% |
September 30, 2021 | 75.99% |
August 31, 2021 | 75.99% |
July 31, 2021 | 75.99% |
June 30, 2021 | 75.99% |
May 31, 2021 | 75.99% |
April 30, 2021 | 75.99% |
March 31, 2021 | 75.99% |
February 28, 2021 | 75.99% |
January 31, 2021 | 75.99% |
December 31, 2020 | 75.99% |
November 30, 2020 | 75.99% |
October 31, 2020 | 75.99% |
September 30, 2020 | 75.99% |
August 31, 2020 | 75.99% |
July 31, 2020 | 75.99% |
June 30, 2020 | 75.99% |
May 31, 2020 | 75.99% |
April 30, 2020 | 75.99% |
March 31, 2020 | 75.99% |
February 29, 2020 | 71.42% |
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
64.25%
Minimum
Apr 2019
75.99%
Maximum
Mar 2020
74.89%
Average
75.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Coca-Cola Co | 37.01% |
The Kroger Co | 48.12% |
Mondelez International Inc | 29.74% |
Conagra Brands Inc | 37.05% |
The Simply Good Foods Co | 51.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.264 |
Beta (5Y) | 0.6716 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.03% |
Historical Sharpe Ratio (5Y) | 0.1963 |
Historical Sortino (5Y) | 0.3313 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.96% |