Korea Electric Power Corp. (KEP)
11.32
+0.15
(+1.34%)
USD |
NYSE |
Oct 06, 16:00
11.31
-0.01
(-0.09%)
Pre-Market: 20:00
Korea Electric Power Max Drawdown (5Y) : 66.04% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 66.04% |
| August 31, 2026 | 66.04% |
| July 31, 2026 | 66.04% |
| June 30, 2026 | 66.04% |
| May 31, 2026 | 66.04% |
| April 30, 2026 | 66.04% |
| March 31, 2026 | 66.04% |
| February 28, 2026 | 66.04% |
| January 31, 2026 | 66.04% |
| December 31, 2025 | 66.04% |
| November 30, 2025 | 66.04% |
| October 31, 2025 | 66.04% |
| September 30, 2025 | 66.73% |
| August 31, 2025 | 67.62% |
| July 31, 2025 | 69.77% |
| June 30, 2025 | 69.93% |
| May 31, 2025 | 69.93% |
| April 30, 2025 | 69.93% |
| March 31, 2025 | 70.70% |
| February 28, 2025 | 75.59% |
| January 31, 2025 | 75.59% |
| December 31, 2024 | 75.59% |
| November 30, 2024 | 75.59% |
| October 31, 2024 | 75.59% |
| September 30, 2024 | 75.59% |
| Date | Value |
|---|---|
| August 31, 2024 | 75.59% |
| July 31, 2024 | 75.59% |
| June 30, 2024 | 75.59% |
| May 31, 2024 | 75.59% |
| April 30, 2024 | 75.59% |
| March 31, 2024 | 75.59% |
| February 29, 2024 | 75.59% |
| January 31, 2024 | 75.59% |
| December 31, 2023 | 75.59% |
| November 30, 2023 | 75.59% |
| October 31, 2023 | 75.59% |
| September 30, 2023 | 75.59% |
| August 31, 2023 | 75.59% |
| July 31, 2023 | 75.59% |
| June 30, 2023 | 75.59% |
| May 31, 2023 | 75.59% |
| April 30, 2023 | 75.59% |
| March 31, 2023 | 75.59% |
| February 28, 2023 | 75.59% |
| January 31, 2023 | 75.59% |
| December 31, 2022 | 75.59% |
| November 30, 2022 | 75.59% |
| October 31, 2022 | 75.59% |
| September 30, 2022 | 75.59% |
| August 31, 2022 | 75.59% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Edison International | 43.88% |
| FirstEnergy Corp. | 28.58% |
| OGE Energy Corp. | 22.97% |
| Portland General Electric Co. | 28.29% |
| Redeia Corporacion SA | 30.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.42 |
| Beta (5Y) | 0.9607 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.57% |
| Historical Sharpe Ratio (5Y) | -0.0204 |
| Historical Sortino (5Y) | -0.0391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.69% |