KKR & Co Inc (KKR)
103.04
+0.82
(+0.80%)
USD |
NYSE |
May 10, 15:59
KKR Max Drawdown (5Y): 47.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.92% |
March 31, 2024 | 47.92% |
February 29, 2024 | 47.92% |
January 31, 2024 | 47.92% |
December 31, 2023 | 47.92% |
November 30, 2023 | 47.92% |
October 31, 2023 | 47.92% |
September 30, 2023 | 47.92% |
August 31, 2023 | 47.92% |
July 31, 2023 | 47.92% |
June 30, 2023 | 47.92% |
May 31, 2023 | 47.92% |
April 30, 2023 | 47.92% |
March 31, 2023 | 47.92% |
February 28, 2023 | 47.92% |
January 31, 2023 | 47.92% |
December 31, 2022 | 47.92% |
November 30, 2022 | 47.92% |
October 31, 2022 | 47.92% |
September 30, 2022 | 47.92% |
August 31, 2022 | 45.57% |
July 31, 2022 | 45.57% |
June 30, 2022 | 45.57% |
May 31, 2022 | 45.48% |
April 30, 2022 | 45.48% |
Date | Value |
---|---|
March 31, 2022 | 45.48% |
February 28, 2022 | 45.48% |
January 31, 2022 | 45.48% |
December 31, 2021 | 45.48% |
November 30, 2021 | 45.48% |
October 31, 2021 | 45.48% |
September 30, 2021 | 45.48% |
August 31, 2021 | 45.48% |
July 31, 2021 | 45.48% |
June 30, 2021 | 45.48% |
May 31, 2021 | 45.48% |
April 30, 2021 | 48.19% |
March 31, 2021 | 48.27% |
February 28, 2021 | 48.27% |
January 31, 2021 | 48.27% |
December 31, 2020 | 48.27% |
November 30, 2020 | 53.09% |
October 31, 2020 | 53.09% |
September 30, 2020 | 53.09% |
August 31, 2020 | 53.09% |
July 31, 2020 | 53.09% |
June 30, 2020 | 53.09% |
May 31, 2020 | 53.09% |
April 30, 2020 | 53.09% |
March 31, 2020 | 53.09% |
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
45.48%
Minimum
May 2021
53.09%
Maximum
May 2019
48.94%
Average
47.92%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Blackstone Inc | 49.26% |
Apollo Global Management Inc | 53.48% |
Ares Management Corp | 43.97% |
BlackRock Inc | 43.88% |
The Carlyle Group Inc | 56.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.18 |
Beta (5Y) | 1.625 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.53% |
Historical Sharpe Ratio (5Y) | 0.8293 |
Historical Sortino (5Y) | 1.271 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.70% |