Knowles Corp (KN)
16.57
+0.36
(+2.22%)
USD |
NYSE |
May 03, 16:00
16.60
+0.02
(+0.15%)
After-Hours: 20:00
Knowles Max Drawdown (5Y): 49.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.55% |
March 31, 2024 | 53.58% |
February 29, 2024 | 53.58% |
January 31, 2024 | 53.58% |
December 31, 2023 | 53.58% |
November 30, 2023 | 53.61% |
October 31, 2023 | 63.09% |
September 30, 2023 | 63.09% |
August 31, 2023 | 63.09% |
July 31, 2023 | 63.09% |
June 30, 2023 | 63.09% |
May 31, 2023 | 63.09% |
April 30, 2023 | 63.09% |
March 31, 2023 | 63.09% |
February 28, 2023 | 63.09% |
January 31, 2023 | 67.20% |
December 31, 2022 | 67.20% |
November 30, 2022 | 67.20% |
October 31, 2022 | 67.20% |
September 30, 2022 | 67.20% |
August 31, 2022 | 67.20% |
July 31, 2022 | 67.20% |
June 30, 2022 | 67.20% |
May 31, 2022 | 67.20% |
April 30, 2022 | 67.20% |
Date | Value |
---|---|
March 31, 2022 | 67.20% |
February 28, 2022 | 67.20% |
January 31, 2022 | 67.20% |
December 31, 2021 | 67.20% |
November 30, 2021 | 67.20% |
October 31, 2021 | 67.20% |
September 30, 2021 | 67.20% |
August 31, 2021 | 67.20% |
July 31, 2021 | 67.20% |
June 30, 2021 | 67.20% |
May 31, 2021 | 67.20% |
April 30, 2021 | 67.20% |
March 31, 2021 | 67.20% |
February 28, 2021 | 67.20% |
January 31, 2021 | 67.20% |
December 31, 2020 | 67.20% |
November 30, 2020 | 70.24% |
October 31, 2020 | 70.24% |
September 30, 2020 | 70.24% |
August 31, 2020 | 70.24% |
July 31, 2020 | 70.24% |
June 30, 2020 | 70.24% |
May 31, 2020 | 70.24% |
April 30, 2020 | 70.24% |
March 31, 2020 | 70.24% |
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
49.55%
Minimum
Apr 2024
70.24%
Maximum
May 2019
66.12%
Average
67.20%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Adtran Holdings Inc | 82.00% |
Cisco Systems Inc | 41.97% |
Aviat Networks Inc | 68.58% |
PowerFleet Inc | 80.88% |
Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.88 |
Beta (5Y) | 1.469 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.50% |
Historical Sharpe Ratio (5Y) | -0.1749 |
Historical Sortino (5Y) | -0.2602 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.98% |