Kuehne + Nagel International AG (KHNGY)
53.97
+0.13
(+0.24%)
USD |
OTCM |
May 03, 16:00
Kuehne + Nagel International Max Drawdown (5Y): 47.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.20% |
| March 31, 2024 | 47.20% |
| February 29, 2024 | 47.20% |
| January 31, 2024 | 47.20% |
| December 31, 2023 | 47.20% |
| November 30, 2023 | 47.20% |
| October 31, 2023 | 47.20% |
| September 30, 2023 | 47.20% |
| August 31, 2023 | 47.20% |
| July 31, 2023 | 47.20% |
| June 30, 2023 | 47.20% |
| May 31, 2023 | 47.20% |
| April 30, 2023 | 47.20% |
| March 31, 2023 | 47.20% |
| February 28, 2023 | 47.20% |
| January 31, 2023 | 47.20% |
| December 31, 2022 | 47.20% |
| November 30, 2022 | 47.20% |
| October 31, 2022 | 47.20% |
| September 30, 2022 | 46.43% |
| August 31, 2022 | 40.10% |
| July 31, 2022 | 40.10% |
| June 30, 2022 | 40.10% |
| May 31, 2022 | 35.43% |
| April 30, 2022 | 34.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.71% |
| February 28, 2022 | 34.71% |
| January 31, 2022 | 30.70% |
| December 31, 2021 | 30.70% |
| November 30, 2021 | 30.70% |
| October 31, 2021 | 30.70% |
| September 30, 2021 | 30.70% |
| August 31, 2021 | 30.70% |
| July 31, 2021 | 30.70% |
| June 30, 2021 | 30.70% |
| May 31, 2021 | 30.70% |
| April 30, 2021 | 30.70% |
| March 31, 2021 | 30.70% |
| February 28, 2021 | 30.70% |
| January 31, 2021 | 30.70% |
| December 31, 2020 | 30.70% |
| November 30, 2020 | 30.70% |
| October 31, 2020 | 30.70% |
| September 30, 2020 | 30.70% |
| August 31, 2020 | 30.70% |
| July 31, 2020 | 30.70% |
| June 30, 2020 | 30.70% |
| May 31, 2020 | 30.70% |
| April 30, 2020 | 30.70% |
| March 31, 2020 | 30.70% |
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
29.74%
Minimum
May 2019
47.20%
Maximum
Oct 2022
36.78%
Average
30.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ABB Ltd | 44.04% |
| Schindler Holding AG | 53.26% |
| SGS AG | 36.89% |
| Geberit AG | 50.67% |
| Komax Holding AG | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.619 |
| Beta (5Y) | 0.8668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.18% |
| Historical Sharpe Ratio (5Y) | 0.4893 |
| Historical Sortino (5Y) | 0.8468 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |