KB Financial Group Inc (KB)
62.59
+0.81
(+1.31%)
USD |
NYSE |
Apr 30, 15:42
KB Financial Group Max Drawdown (5Y): 58.16% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Shinhan Financial Group Co Ltd | 55.32% |
| Woori Financial Group Inc | 64.32% |
| Evercore Inc | 57.00% |
| T. Rowe Price Group Inc | 57.02% |
| Ares Capital Corp | 51.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.573 |
| Beta (5Y) | 0.9263 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.61% |
| Historical Sharpe Ratio (5Y) | 0.5332 |
| Historical Sortino (5Y) | 0.9409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.03% |