Kaival Brands Innovations Group Inc (KAVL)
0.787
-0.02
(-2.03%)
USD |
NASDAQ |
Nov 22, 16:00
0.80
+0.01
(+1.65%)
After-Hours: 20:00
Kaival Brands Innovations Group Max Drawdown (5Y): 99.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.93% |
| September 30, 2024 | 99.93% |
| August 31, 2024 | 99.92% |
| July 31, 2024 | 99.88% |
| June 30, 2024 | 99.85% |
| May 31, 2024 | 99.85% |
| April 30, 2024 | 99.84% |
| March 31, 2024 | 99.84% |
| February 29, 2024 | 99.77% |
| January 31, 2024 | 99.68% |
| December 31, 2023 | 99.59% |
| November 30, 2023 | 99.54% |
| October 31, 2023 | 99.23% |
| September 30, 2023 | 98.92% |
| August 31, 2023 | 98.87% |
| July 31, 2023 | 98.65% |
| June 30, 2023 | 98.65% |
| May 31, 2023 | 98.65% |
| April 30, 2023 | 98.58% |
| March 31, 2023 | 98.58% |
| February 28, 2023 | 98.58% |
| January 31, 2023 | 98.58% |
| December 31, 2022 | 98.58% |
| November 30, 2022 | 98.58% |
| October 31, 2022 | 98.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.58% |
| August 31, 2022 | 98.58% |
| July 31, 2022 | 98.58% |
| June 30, 2022 | 98.58% |
| May 31, 2022 | 98.58% |
| April 30, 2022 | 98.58% |
| March 31, 2022 | 98.58% |
| February 28, 2022 | 98.58% |
| January 31, 2022 | 98.58% |
| December 31, 2021 | 98.18% |
| November 30, 2021 | 97.00% |
| October 31, 2021 | 97.00% |
| September 30, 2021 | 97.00% |
| August 31, 2021 | 97.06% |
| July 31, 2021 | 97.06% |
| June 30, 2021 | 97.06% |
| May 31, 2021 | 98.00% |
| April 30, 2021 | 98.68% |
| March 31, 2021 | 98.68% |
| February 28, 2021 | 98.68% |
| January 31, 2021 | 99.00% |
| December 31, 2020 | 99.36% |
| November 30, 2020 | 99.38% |
| October 31, 2020 | 99.38% |
| September 30, 2020 | 99.38% |
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
97.00%
Minimum
Sep 2021
99.93%
Maximum
Sep 2024
98.93%
Average
98.78%
Median
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Altria Group Inc | 53.62% |
| Philip Morris International Inc | 42.75% |
| Spectrum Brands Holdings Inc | 79.43% |
| Ispire Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.90 |
| Beta (5Y) | 0.2063 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 353.1% |
| Historical Sharpe Ratio (5Y) | -0.0545 |
| Historical Sortino (5Y) | -0.3409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.57% |