Kenon Holdings Ltd (KEN)
24.32
-0.12
(-0.49%)
USD |
NYSE |
May 17, 16:00
24.32
0.00 (0.00%)
After-Hours: 17:36
Kenon Holdings Max Drawdown (5Y): 66.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.48% |
March 31, 2024 | 66.48% |
February 29, 2024 | 66.48% |
January 31, 2024 | 66.48% |
December 31, 2023 | 66.48% |
November 30, 2023 | 66.48% |
October 31, 2023 | 66.48% |
September 30, 2023 | 58.39% |
August 31, 2023 | 56.81% |
July 31, 2023 | 56.81% |
June 30, 2023 | 56.68% |
May 31, 2023 | 53.65% |
April 30, 2023 | 53.65% |
March 31, 2023 | 53.65% |
February 28, 2023 | 52.89% |
January 31, 2023 | 52.05% |
December 31, 2022 | 52.05% |
November 30, 2022 | 52.05% |
October 31, 2022 | 52.05% |
September 30, 2022 | 52.05% |
August 31, 2022 | 52.05% |
July 31, 2022 | 52.05% |
June 30, 2022 | 52.05% |
May 31, 2022 | 52.05% |
April 30, 2022 | 52.05% |
Date | Value |
---|---|
March 31, 2022 | 52.05% |
February 28, 2022 | 52.05% |
January 31, 2022 | 52.05% |
December 31, 2021 | 52.05% |
November 30, 2021 | 52.05% |
October 31, 2021 | 52.05% |
September 30, 2021 | 52.05% |
August 31, 2021 | 52.05% |
July 31, 2021 | 52.05% |
June 30, 2021 | 52.05% |
May 31, 2021 | 52.05% |
April 30, 2021 | 52.05% |
March 31, 2021 | 52.05% |
February 28, 2021 | 52.05% |
January 31, 2021 | 57.22% |
December 31, 2020 | 57.22% |
November 30, 2020 | 57.22% |
October 31, 2020 | 57.22% |
September 30, 2020 | 57.22% |
August 31, 2020 | 57.22% |
July 31, 2020 | 57.22% |
June 30, 2020 | 57.22% |
May 31, 2020 | 57.22% |
April 30, 2020 | 57.22% |
March 31, 2020 | 57.22% |
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
52.05%
Minimum
Feb 2021
66.48%
Maximum
Oct 2023
55.98%
Average
56.81%
Median
Jul 2023
Max Drawdown (5Y) Benchmarks
Gallant Venture Ltd | -- |
SIIC Environment Holdings Ltd | -- |
Vistra Corp | 53.27% |
Smart Powerr Corp | 98.46% |
Eco Wave Power Global AB | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.584 |
Beta (5Y) | 1.353 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.09% |
Historical Sharpe Ratio (5Y) | 0.4262 |
Historical Sortino (5Y) | 0.7254 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.45% |