The Kraft Heinz Co (KHC)

30.52 +0.42 (+1.40%) USD  |  NASDAQ  |  Dec 20, 16:00
30.60 +0.08 (+0.26%) After-Hours: 20:00
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Kraft Heinz Max Drawdown (5Y): 75.99% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Mondelez International Inc 29.74%
Coca-Cola Co 37.01%
Post Holdings Inc 36.56%
BellRing Brands Inc --
Acme United Corp 52.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.080
Beta (5Y) 0.4788
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.16%
Historical Sharpe Ratio (5Y) 0.1267
Historical Sortino (5Y) 0.2237
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.87%