KT Corp (KT)
12.86
+0.02
(+0.16%)
USD |
NYSE |
May 06, 16:00
12.86
0.00 (0.00%)
After-Hours: 17:04
KT Max Drawdown (5Y): 60.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.25% |
March 31, 2024 | 60.25% |
February 29, 2024 | 60.25% |
January 31, 2024 | 60.25% |
December 31, 2023 | 60.25% |
November 30, 2023 | 60.25% |
October 31, 2023 | 60.25% |
September 30, 2023 | 60.25% |
August 31, 2023 | 60.25% |
July 31, 2023 | 60.25% |
June 30, 2023 | 60.25% |
May 31, 2023 | 60.25% |
April 30, 2023 | 60.25% |
March 31, 2023 | 60.25% |
February 28, 2023 | 60.25% |
January 31, 2023 | 60.25% |
December 31, 2022 | 60.25% |
November 30, 2022 | 60.25% |
October 31, 2022 | 60.25% |
September 30, 2022 | 60.25% |
August 31, 2022 | 60.25% |
July 31, 2022 | 60.25% |
June 30, 2022 | 60.25% |
May 31, 2022 | 60.25% |
April 30, 2022 | 60.25% |
Date | Value |
---|---|
March 31, 2022 | 60.25% |
February 28, 2022 | 60.25% |
January 31, 2022 | 60.25% |
December 31, 2021 | 60.25% |
November 30, 2021 | 60.25% |
October 31, 2021 | 60.25% |
September 30, 2021 | 60.25% |
August 31, 2021 | 60.25% |
July 31, 2021 | 60.25% |
June 30, 2021 | 60.25% |
May 31, 2021 | 60.25% |
April 30, 2021 | 60.25% |
March 31, 2021 | 60.25% |
February 28, 2021 | 60.25% |
January 31, 2021 | 60.25% |
December 31, 2020 | 60.25% |
November 30, 2020 | 60.25% |
October 31, 2020 | 60.25% |
September 30, 2020 | 60.25% |
August 31, 2020 | 60.25% |
July 31, 2020 | 60.25% |
June 30, 2020 | 60.25% |
May 31, 2020 | 60.25% |
April 30, 2020 | 60.25% |
March 31, 2020 | 60.25% |
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
38.51%
Minimum
May 2019
60.25%
Maximum
Mar 2020
56.70%
Average
60.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SK Telecom Co Ltd | 44.06% |
GRAVITY Co Ltd | 83.17% |
NAVER Corp | -- |
DoubleDown Interactive Co Ltd | -- |
Hanryu Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.382 |
Beta (5Y) | 0.8511 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.30% |
Historical Sharpe Ratio (5Y) | 0.1226 |
Historical Sortino (5Y) | 0.1785 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |