Korea Electric Power Corp (KEP)
8.58
+0.04
(+0.47%)
USD |
NYSE |
Nov 21, 16:00
8.575
0.00 (0.00%)
Pre-Market: 20:00
Korea Electric Power Max Drawdown (5Y): 76.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.07% |
| September 30, 2024 | 76.07% |
| August 31, 2024 | 76.07% |
| July 31, 2024 | 76.07% |
| June 30, 2024 | 76.07% |
| May 31, 2024 | 76.07% |
| April 30, 2024 | 76.07% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
61.35%
Minimum
Nov 2019
76.07%
Maximum
Mar 2020
75.18%
Average
76.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Duke Energy Corp | 37.37% |
| Exelon Corp | 39.86% |
| Public Service Enterprise Group Inc | 40.74% |
| Xcel Energy Inc | 34.43% |
| Constellation Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.58 |
| Beta (5Y) | 0.9979 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.78% |
| Historical Sharpe Ratio (5Y) | -0.1872 |
| Historical Sortino (5Y) | -0.343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.33% |