KWS SAAT SE & Co KGaA (KNKZF)
50.45
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
KWS SAAT Max Drawdown (5Y): 37.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.86% |
| March 31, 2024 | 37.86% |
| February 29, 2024 | 37.86% |
| January 31, 2024 | 35.35% |
| December 31, 2023 | 35.35% |
| November 30, 2023 | 35.35% |
| October 31, 2023 | 32.83% |
| September 30, 2023 | 32.83% |
| August 31, 2023 | 32.83% |
| July 31, 2023 | 32.83% |
| June 30, 2023 | 32.83% |
| May 31, 2023 | 32.83% |
| April 30, 2023 | 32.83% |
| March 31, 2023 | 32.83% |
| February 28, 2023 | 32.83% |
| January 31, 2023 | 32.83% |
| December 31, 2022 | 32.83% |
| November 30, 2022 | 32.83% |
| October 31, 2022 | 32.83% |
| September 30, 2022 | 32.83% |
| August 31, 2022 | 32.83% |
| July 31, 2022 | 32.83% |
| June 30, 2022 | 32.17% |
| May 31, 2022 | 32.17% |
| April 30, 2022 | 32.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.17% |
| February 28, 2022 | 32.17% |
| January 31, 2022 | 32.17% |
| December 31, 2021 | 32.17% |
| November 30, 2021 | 32.17% |
| October 31, 2021 | 32.17% |
| September 30, 2021 | 32.17% |
| August 31, 2021 | 32.17% |
| July 31, 2021 | 32.17% |
| June 30, 2021 | 32.17% |
| May 31, 2021 | 32.17% |
| April 30, 2021 | 32.17% |
| March 31, 2021 | 32.17% |
| February 28, 2021 | 32.17% |
| January 31, 2021 | 32.17% |
| December 31, 2020 | 32.17% |
| November 30, 2020 | 32.17% |
| October 31, 2020 | 32.17% |
| September 30, 2020 | 32.17% |
| August 31, 2020 | 32.17% |
| July 31, 2020 | 32.17% |
| June 30, 2020 | 32.17% |
| May 31, 2020 | 32.17% |
| April 30, 2020 | 32.17% |
| March 31, 2020 | 16.64% |
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
16.64%
Minimum
May 2019
37.86%
Maximum
Feb 2024
29.94%
Average
32.17%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Basf SE | 61.76% |
| Heidelberg Materials AG | 71.27% |
| K+S AG | 86.29% |
| Symrise AG | 37.09% |
| SGL Carbon SE | 85.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.448 |
| Beta (5Y) | -0.0552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.38% |
| Historical Sharpe Ratio (5Y) | -0.2579 |
| Historical Sortino (5Y) | -0.4303 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |