Kellanova Co (K)

80.50 +0.16 (+0.20%) USD  |  NYSE  |  Dec 20, 16:00
80.30 -0.20 (-0.25%) Pre-Market: 20:00
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Kellanova Max Drawdown (5Y): 29.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Spectrum Brands Holdings Inc 79.43%
Acme United Corp 52.48%
RegalWorks Media Inc 97.96%
WK Kellogg Co --
Mondelez International Inc 29.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.224
Beta (5Y) 0.3813
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.68%
Historical Sharpe Ratio (5Y) 0.309
Historical Sortino (5Y) 0.7492
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.22%