KBC Groupe NV (KBCSF)
75.68
-0.52
(-0.68%)
USD |
OTCM |
May 03, 16:00
KBC Groupe Max Drawdown (5Y): 56.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.80% |
March 31, 2024 | 56.80% |
February 29, 2024 | 56.80% |
January 31, 2024 | 56.80% |
December 31, 2023 | 56.80% |
November 30, 2023 | 56.80% |
October 31, 2023 | 56.80% |
September 30, 2023 | 56.80% |
August 31, 2023 | 56.80% |
July 31, 2023 | 56.80% |
June 30, 2023 | 56.80% |
May 31, 2023 | 56.80% |
April 30, 2023 | 56.80% |
March 31, 2023 | 56.80% |
February 28, 2023 | 56.80% |
January 31, 2023 | 56.80% |
December 31, 2022 | 56.80% |
November 30, 2022 | 56.80% |
October 31, 2022 | 56.80% |
September 30, 2022 | 56.80% |
August 31, 2022 | 56.80% |
July 31, 2022 | 56.80% |
June 30, 2022 | 56.80% |
May 31, 2022 | 56.80% |
April 30, 2022 | 56.80% |
Date | Value |
---|---|
March 31, 2022 | 56.80% |
February 28, 2022 | 56.80% |
January 31, 2022 | 56.80% |
December 31, 2021 | 56.80% |
November 30, 2021 | 56.80% |
October 31, 2021 | 56.80% |
September 30, 2021 | 56.80% |
August 31, 2021 | 56.80% |
July 31, 2021 | 56.80% |
June 30, 2021 | 56.80% |
May 31, 2021 | 56.80% |
April 30, 2021 | 56.80% |
March 31, 2021 | 56.80% |
February 28, 2021 | 56.80% |
January 31, 2021 | 56.80% |
December 31, 2020 | 56.80% |
November 30, 2020 | 56.80% |
October 31, 2020 | 56.80% |
September 30, 2020 | 56.80% |
August 31, 2020 | 56.80% |
July 31, 2020 | 56.80% |
June 30, 2020 | 56.80% |
May 31, 2020 | 56.80% |
April 30, 2020 | 56.80% |
March 31, 2020 | 56.80% |
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
34.57%
Minimum
May 2019
56.80%
Maximum
Mar 2020
53.26%
Average
56.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ageas SA/ NV | 55.34% |
Dexia SA | 86.57% |
Groupe Bruxelles Lambert SA | 70.16% |
Sofina SA | 63.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.608 |
Beta (5Y) | 1.086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.90% |
Historical Sharpe Ratio (5Y) | 0.1413 |
Historical Sortino (5Y) | 0.1924 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.84% |