KB Financial Group Inc (KB)
69.13
+1.21
(+1.78%)
USD |
NYSE |
Nov 21, 16:00
69.12
-0.02
(-0.02%)
Pre-Market: 20:00
KB Financial Group Max Drawdown (5Y): 64.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.13% |
| September 30, 2024 | 64.13% |
| August 31, 2024 | 64.13% |
| July 31, 2024 | 64.13% |
| June 30, 2024 | 64.13% |
| May 31, 2024 | 64.13% |
| April 30, 2024 | 64.13% |
| March 31, 2024 | 64.13% |
| February 29, 2024 | 64.13% |
| January 31, 2024 | 64.13% |
| December 31, 2023 | 64.13% |
| November 30, 2023 | 64.13% |
| October 31, 2023 | 64.13% |
| September 30, 2023 | 64.13% |
| August 31, 2023 | 64.13% |
| July 31, 2023 | 64.13% |
| June 30, 2023 | 64.13% |
| May 31, 2023 | 64.13% |
| April 30, 2023 | 64.13% |
| March 31, 2023 | 64.13% |
| February 28, 2023 | 64.13% |
| January 31, 2023 | 64.13% |
| December 31, 2022 | 64.13% |
| November 30, 2022 | 64.13% |
| October 31, 2022 | 64.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.13% |
| August 31, 2022 | 64.13% |
| July 31, 2022 | 64.13% |
| June 30, 2022 | 64.13% |
| May 31, 2022 | 64.13% |
| April 30, 2022 | 64.13% |
| March 31, 2022 | 64.13% |
| February 28, 2022 | 64.13% |
| January 31, 2022 | 64.13% |
| December 31, 2021 | 64.13% |
| November 30, 2021 | 64.13% |
| October 31, 2021 | 64.13% |
| September 30, 2021 | 64.13% |
| August 31, 2021 | 64.13% |
| July 31, 2021 | 64.13% |
| June 30, 2021 | 64.13% |
| May 31, 2021 | 64.13% |
| April 30, 2021 | 64.13% |
| March 31, 2021 | 64.13% |
| February 28, 2021 | 64.13% |
| January 31, 2021 | 64.13% |
| December 31, 2020 | 64.13% |
| November 30, 2020 | 64.13% |
| October 31, 2020 | 64.13% |
| September 30, 2020 | 64.13% |
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
52.35%
Minimum
Nov 2019
64.13%
Maximum
Mar 2020
63.34%
Average
64.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Shinhan Financial Group Co Ltd | 62.73% |
| Woori Financial Group Inc | 69.16% |
| HDFC Bank Ltd | 54.28% |
| ICICI Bank Ltd | 55.05% |
| DBS Group Holdings Ltd | 44.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.700 |
| Beta (5Y) | 0.9784 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.84% |
| Historical Sharpe Ratio (5Y) | 0.4687 |
| Historical Sortino (5Y) | 0.7185 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.88% |