Kingspan Group PLC (KGSPY)
98.52
+0.46
(+0.47%)
USD |
OTCM |
May 15, 14:49
Kingspan Group Max Drawdown (5Y): 65.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.20% |
| March 31, 2024 | 65.20% |
| February 29, 2024 | 65.20% |
| January 31, 2024 | 65.20% |
| December 31, 2023 | 65.20% |
| November 30, 2023 | 65.20% |
| October 31, 2023 | 65.20% |
| September 30, 2023 | 65.20% |
| August 31, 2023 | 65.20% |
| July 31, 2023 | 65.20% |
| June 30, 2023 | 65.20% |
| May 31, 2023 | 65.20% |
| April 30, 2023 | 65.20% |
| March 31, 2023 | 65.20% |
| February 28, 2023 | 65.20% |
| January 31, 2023 | 65.20% |
| December 31, 2022 | 65.20% |
| November 30, 2022 | 65.20% |
| October 31, 2022 | 65.20% |
| September 30, 2022 | 65.20% |
| August 31, 2022 | 58.51% |
| July 31, 2022 | 58.51% |
| June 30, 2022 | 52.79% |
| May 31, 2022 | 43.71% |
| April 30, 2022 | 43.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.71% |
| February 28, 2022 | 43.71% |
| January 31, 2022 | 43.71% |
| December 31, 2021 | 43.71% |
| November 30, 2021 | 43.71% |
| October 31, 2021 | 43.71% |
| September 30, 2021 | 43.71% |
| August 31, 2021 | 43.71% |
| July 31, 2021 | 43.71% |
| June 30, 2021 | 43.71% |
| May 31, 2021 | 43.71% |
| April 30, 2021 | 43.71% |
| March 31, 2021 | 43.71% |
| February 28, 2021 | 43.71% |
| January 31, 2021 | 43.71% |
| December 31, 2020 | 43.71% |
| November 30, 2020 | 90.35% |
| October 31, 2020 | 90.35% |
| September 30, 2020 | 90.35% |
| August 31, 2020 | 90.35% |
| July 31, 2020 | 90.35% |
| June 30, 2020 | 90.35% |
| May 31, 2020 | 90.35% |
| April 30, 2020 | 90.35% |
| March 31, 2020 | 90.35% |
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
43.71%
Minimum
Dec 2020
90.35%
Maximum
May 2019
66.29%
Average
65.20%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| AerCap Holdings NV | 75.86% |
| Trane Technologies PLC | 40.54% |
| Ryanair Holdings PLC | 62.50% |
| ADS-TEC Energy PLC | -- |
| SMX (Security Matters) PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.155 |
| Beta (5Y) | 1.277 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.07% |
| Historical Sharpe Ratio (5Y) | 0.2516 |
| Historical Sortino (5Y) | 0.4175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.30% |