Korn Ferry (KFY)
60.91
+0.27
(+0.45%)
USD |
NYSE |
Apr 26, 11:41
Korn Ferry Max Drawdown (5Y): 67.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 67.07% |
July 31, 2020 | 67.07% |
June 30, 2020 | 67.07% |
May 31, 2020 | 67.07% |
April 30, 2020 | 67.07% |
March 31, 2020 | 67.07% |
February 29, 2020 | 50.30% |
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
Apr 2019
67.07%
Maximum
Mar 2020
63.99%
Average
67.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Staffing 360 Solutions Inc | 99.74% |
Heidrick & Struggles International Inc | 57.86% |
GEE Group Inc | 98.33% |
Kelly Services Inc | 66.08% |
Mastech Digital Inc | 72.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.90 |
Beta (5Y) | 1.469 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.93% |
Historical Sharpe Ratio (5Y) | 0.2026 |
Historical Sortino (5Y) | 0.279 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.88% |