Korn Ferry (KFY)
76.98
+1.31
(+1.73%)
USD |
NYSE |
Nov 21, 16:00
77.00
+0.02
(+0.03%)
Pre-Market: 20:00
Korn Ferry Max Drawdown (5Y): 67.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.07% |
| September 30, 2024 | 67.07% |
| August 31, 2024 | 67.07% |
| July 31, 2024 | 67.07% |
| June 30, 2024 | 67.07% |
| May 31, 2024 | 67.07% |
| April 30, 2024 | 67.07% |
| March 31, 2024 | 67.07% |
| February 29, 2024 | 67.07% |
| January 31, 2024 | 67.07% |
| December 31, 2023 | 67.07% |
| November 30, 2023 | 67.07% |
| October 31, 2023 | 67.07% |
| September 30, 2023 | 67.07% |
| August 31, 2023 | 67.07% |
| July 31, 2023 | 67.07% |
| June 30, 2023 | 67.07% |
| May 31, 2023 | 67.07% |
| April 30, 2023 | 67.07% |
| March 31, 2023 | 67.07% |
| February 28, 2023 | 67.07% |
| January 31, 2023 | 67.07% |
| December 31, 2022 | 67.07% |
| November 30, 2022 | 67.07% |
| October 31, 2022 | 67.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.07% |
| August 31, 2022 | 67.07% |
| July 31, 2022 | 67.07% |
| June 30, 2022 | 67.07% |
| May 31, 2022 | 67.07% |
| April 30, 2022 | 67.07% |
| March 31, 2022 | 67.07% |
| February 28, 2022 | 67.07% |
| January 31, 2022 | 67.07% |
| December 31, 2021 | 67.07% |
| November 30, 2021 | 67.07% |
| October 31, 2021 | 67.07% |
| September 30, 2021 | 67.07% |
| August 31, 2021 | 67.07% |
| July 31, 2021 | 67.07% |
| June 30, 2021 | 67.07% |
| May 31, 2021 | 67.07% |
| April 30, 2021 | 67.07% |
| March 31, 2021 | 67.07% |
| February 28, 2021 | 67.07% |
| January 31, 2021 | 67.07% |
| December 31, 2020 | 67.07% |
| November 30, 2020 | 67.07% |
| October 31, 2020 | 67.07% |
| September 30, 2020 | 67.07% |
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
50.30%
Minimum
Nov 2019
67.07%
Maximum
Mar 2020
65.95%
Average
67.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Heidrick & Struggles International Inc | 57.86% |
| GEE Group Inc | 98.33% |
| Kelly Services Inc | 66.08% |
| Mastech Digital Inc | 74.78% |
| HireQuest Inc | 58.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.931 |
| Beta (5Y) | 1.553 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.24% |
| Historical Sharpe Ratio (5Y) | 0.3723 |
| Historical Sortino (5Y) | 0.4939 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.08% |