Kohl's Corp (KSS)
24.65
+1.10
(+4.67%)
USD |
NYSE |
May 02, 16:00
24.64
-0.01
(-0.04%)
After-Hours: 19:52
Kohl's Max Drawdown (5Y): 84.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.47% |
| March 31, 2024 | 84.47% |
| February 29, 2024 | 84.47% |
| January 31, 2024 | 84.47% |
| December 31, 2023 | 84.47% |
| November 30, 2023 | 84.47% |
| October 31, 2023 | 84.47% |
| September 30, 2023 | 84.47% |
| August 31, 2023 | 84.47% |
| July 31, 2023 | 84.47% |
| June 30, 2023 | 84.47% |
| May 31, 2023 | 84.47% |
| April 30, 2023 | 84.47% |
| March 31, 2023 | 84.47% |
| February 28, 2023 | 84.47% |
| January 31, 2023 | 84.47% |
| December 31, 2022 | 84.47% |
| November 30, 2022 | 84.47% |
| October 31, 2022 | 84.47% |
| September 30, 2022 | 84.47% |
| August 31, 2022 | 84.47% |
| July 31, 2022 | 84.47% |
| June 30, 2022 | 84.47% |
| May 31, 2022 | 84.47% |
| April 30, 2022 | 84.47% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.47% |
| February 28, 2022 | 84.47% |
| January 31, 2022 | 84.47% |
| December 31, 2021 | 84.47% |
| November 30, 2021 | 84.47% |
| October 31, 2021 | 84.47% |
| September 30, 2021 | 84.47% |
| August 31, 2021 | 84.47% |
| July 31, 2021 | 84.47% |
| June 30, 2021 | 84.47% |
| May 31, 2021 | 84.47% |
| April 30, 2021 | 84.47% |
| March 31, 2021 | 84.47% |
| February 28, 2021 | 84.47% |
| January 31, 2021 | 84.47% |
| December 31, 2020 | 84.47% |
| November 30, 2020 | 84.47% |
| October 31, 2020 | 84.47% |
| September 30, 2020 | 84.47% |
| August 31, 2020 | 84.47% |
| July 31, 2020 | 84.47% |
| June 30, 2020 | 84.47% |
| May 31, 2020 | 84.47% |
| April 30, 2020 | 84.47% |
| March 31, 2020 | 82.34% |
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
54.70%
Minimum
May 2019
84.47%
Maximum
Apr 2020
79.47%
Average
84.47%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Nordstrom Inc | 81.38% |
| Macy's Inc | 91.86% |
| Dillard's Inc | 78.60% |
| TJX Companies Inc | 42.55% |
| Abercrombie & Fitch Co | 72.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.81 |
| Beta (5Y) | 2.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.92% |
| Historical Sharpe Ratio (5Y) | -0.2754 |
| Historical Sortino (5Y) | -0.4331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.73% |