Kaival Brands Innovations Group Inc (KAVL)
3.69
+0.23
(+6.65%)
USD |
NASDAQ |
Apr 19, 15:16
Kaival Brands Innovations Group Max Drawdown (5Y): 99.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.58% |
| January 31, 2022 | 98.58% |
| December 31, 2021 | 98.18% |
| November 30, 2021 | 96.95% |
| October 31, 2021 | 97.00% |
| September 30, 2021 | 97.00% |
| August 31, 2021 | 97.00% |
| July 31, 2021 | 97.00% |
| June 30, 2021 | 97.06% |
| May 31, 2021 | 97.06% |
| April 30, 2021 | 97.06% |
| March 31, 2021 | 97.06% |
| February 28, 2021 | 98.00% |
| January 31, 2021 | 98.00% |
| December 31, 2020 | 98.00% |
| November 30, 2020 | 98.42% |
| October 31, 2020 | 98.66% |
| September 30, 2020 | 98.77% |
| August 31, 2020 | 98.77% |
| July 31, 2020 | 98.77% |
| June 30, 2020 | 98.77% |
| May 31, 2020 | 99.30% |
| April 30, 2020 | 99.30% |
| March 31, 2020 | 99.67% |
| February 29, 2020 | 99.67% |
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
96.95%
Minimum
Nov 2021
99.84%
Maximum
Apr 2019
98.70%
Average
98.62%
Median
Max Drawdown (5Y) Benchmarks
| Hempacco Co Inc | -- |
| Ispire Technology Inc | -- |
| Turning Point Brands Inc | 72.75% |
| Acme United Corp | 52.48% |
| Spectrum Brands Holdings Inc | 79.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.68 |
| Beta (5Y) | 0.3163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 356.3% |
| Historical Sharpe Ratio (5Y) | -0.0296 |
| Historical Sortino (5Y) | -0.1988 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.34% |