Kenon Holdings Ltd (KEN)
28.11
-0.42
(-1.47%)
USD |
NYSE |
Nov 04, 16:00
28.06
-0.04
(-0.16%)
Pre-Market: 20:00
Kenon Holdings Max Drawdown (5Y): 66.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.48% |
| September 30, 2024 | 66.48% |
| August 31, 2024 | 66.48% |
| July 31, 2024 | 66.48% |
| June 30, 2024 | 66.48% |
| May 31, 2024 | 66.48% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
56.91%
Average
56.81%
Median
Jul 2023
Max Drawdown (5Y) Benchmarks
| Hyflux Ltd | 100.00% |
| Gallant Venture Ltd | -- |
| SIIC Environment Holdings Ltd | -- |
| Ormat Technologies Inc | 52.40% |
| Ellomay Capital Ltd | 73.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.182 |
| Beta (5Y) | 1.347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.45% |
| Historical Sharpe Ratio (5Y) | 0.4959 |
| Historical Sortino (5Y) | 0.8491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.45% |