KBC Groupe NV (KBCSY)
36.30
-0.28
(-0.77%)
USD |
OTCM |
Nov 13, 16:00
KBC Groupe Max Drawdown (5Y): 53.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 53.85% |
September 30, 2024 | 53.85% |
August 31, 2024 | 53.85% |
July 31, 2024 | 53.85% |
June 30, 2024 | 53.85% |
May 31, 2024 | 53.85% |
April 30, 2024 | 53.85% |
March 31, 2024 | 53.85% |
February 29, 2024 | 53.85% |
January 31, 2024 | 53.85% |
December 31, 2023 | 53.85% |
November 30, 2023 | 53.85% |
October 31, 2023 | 53.85% |
September 30, 2023 | 53.85% |
August 31, 2023 | 53.85% |
July 31, 2023 | 53.85% |
June 30, 2023 | 53.85% |
May 31, 2023 | 53.85% |
April 30, 2023 | 53.85% |
March 31, 2023 | 53.85% |
February 28, 2023 | 53.85% |
January 31, 2023 | 53.85% |
December 31, 2022 | 53.85% |
November 30, 2022 | 53.85% |
October 31, 2022 | 53.85% |
Date | Value |
---|---|
September 30, 2022 | 53.85% |
August 31, 2022 | 53.85% |
July 31, 2022 | 53.85% |
June 30, 2022 | 53.85% |
May 31, 2022 | 53.85% |
April 30, 2022 | 53.85% |
March 31, 2022 | 53.85% |
February 28, 2022 | 53.85% |
January 31, 2022 | 53.85% |
December 31, 2021 | 53.85% |
November 30, 2021 | 53.85% |
October 31, 2021 | 53.85% |
September 30, 2021 | 53.85% |
August 31, 2021 | 53.85% |
July 31, 2021 | 53.85% |
June 30, 2021 | 53.85% |
May 31, 2021 | 53.85% |
April 30, 2021 | 53.85% |
March 31, 2021 | 53.85% |
February 28, 2021 | 53.85% |
January 31, 2021 | 53.85% |
December 31, 2020 | 53.85% |
November 30, 2020 | 53.85% |
October 31, 2020 | 53.85% |
September 30, 2020 | 53.85% |
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
38.21%
Minimum
Nov 2019
53.85%
Maximum
Mar 2020
52.80%
Average
53.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ageas SA/ NV | 55.34% |
Dexia SA | 86.57% |
Groupe Bruxelles Lambert SA | 43.62% |
Sofina SA | 63.11% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.899 |
Beta (5Y) | 1.165 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.43% |
Historical Sharpe Ratio (5Y) | 0.141 |
Historical Sortino (5Y) | 0.1972 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |