Korea Electric Power Corp (KEP)
7.195
-0.14
(-1.98%)
USD |
NYSE |
Apr 17, 16:00
7.195
0.00 (0.00%)
After-Hours: 20:00
Korea Electric Power Max Drawdown (5Y): 76.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 76.07% |
| February 29, 2024 | 76.07% |
| January 31, 2024 | 76.07% |
| December 31, 2023 | 76.07% |
| November 30, 2023 | 76.07% |
| October 31, 2023 | 76.07% |
| September 30, 2023 | 76.07% |
| August 31, 2023 | 76.07% |
| July 31, 2023 | 76.07% |
| June 30, 2023 | 76.07% |
| May 31, 2023 | 76.07% |
| April 30, 2023 | 76.07% |
| March 31, 2023 | 76.07% |
| February 28, 2023 | 76.07% |
| January 31, 2023 | 76.07% |
| December 31, 2022 | 76.07% |
| November 30, 2022 | 76.07% |
| October 31, 2022 | 76.07% |
| September 30, 2022 | 76.07% |
| August 31, 2022 | 76.07% |
| July 31, 2022 | 76.07% |
| June 30, 2022 | 76.07% |
| May 31, 2022 | 76.07% |
| April 30, 2022 | 76.07% |
| March 31, 2022 | 76.07% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.07% |
| January 31, 2022 | 76.07% |
| December 31, 2021 | 76.07% |
| November 30, 2021 | 76.07% |
| October 31, 2021 | 76.07% |
| September 30, 2021 | 76.07% |
| August 31, 2021 | 76.07% |
| July 31, 2021 | 76.07% |
| June 30, 2021 | 76.07% |
| May 31, 2021 | 76.07% |
| April 30, 2021 | 76.07% |
| March 31, 2021 | 76.07% |
| February 28, 2021 | 76.07% |
| January 31, 2021 | 76.07% |
| December 31, 2020 | 76.07% |
| November 30, 2020 | 76.07% |
| October 31, 2020 | 76.07% |
| September 30, 2020 | 76.07% |
| August 31, 2020 | 76.07% |
| July 31, 2020 | 76.07% |
| June 30, 2020 | 76.07% |
| May 31, 2020 | 76.07% |
| April 30, 2020 | 76.07% |
| March 31, 2020 | 76.07% |
| February 29, 2020 | 66.82% |
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
60.29%
Minimum
Apr 2019
76.07%
Maximum
Mar 2020
73.41%
Average
76.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fluence Energy Inc | -- |
| Centrais Eletricas Brasileiras SA | 72.74% |
| Northwest Natural Holding Co | 46.27% |
| Fusion Fuel Green PLC | -- |
| Ellomay Capital Ltd | 73.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.99 |
| Beta (5Y) | 1.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.67% |
| Historical Sharpe Ratio (5Y) | -0.2807 |
| Historical Sortino (5Y) | -0.4991 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |