The Kraft Heinz Co (KHC)
33.26
-0.12
(-0.36%)
USD |
NASDAQ |
Nov 05, 09:52
Kraft Heinz Max Drawdown (5Y): 75.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.99% |
| September 30, 2024 | 75.99% |
| August 31, 2024 | 75.99% |
| July 31, 2024 | 75.99% |
| June 30, 2024 | 75.99% |
| May 31, 2024 | 75.99% |
| April 30, 2024 | 75.99% |
| March 31, 2024 | 75.99% |
| February 29, 2024 | 75.99% |
| January 31, 2024 | 75.99% |
| December 31, 2023 | 75.99% |
| November 30, 2023 | 75.99% |
| October 31, 2023 | 75.99% |
| September 30, 2023 | 75.99% |
| August 31, 2023 | 75.99% |
| July 31, 2023 | 75.99% |
| June 30, 2023 | 75.99% |
| May 31, 2023 | 75.99% |
| April 30, 2023 | 75.99% |
| March 31, 2023 | 75.99% |
| February 28, 2023 | 75.99% |
| January 31, 2023 | 75.99% |
| December 31, 2022 | 75.99% |
| November 30, 2022 | 75.99% |
| October 31, 2022 | 75.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.99% |
| August 31, 2022 | 75.99% |
| July 31, 2022 | 75.99% |
| June 30, 2022 | 75.99% |
| May 31, 2022 | 75.99% |
| April 30, 2022 | 75.99% |
| March 31, 2022 | 75.99% |
| February 28, 2022 | 75.99% |
| January 31, 2022 | 75.99% |
| December 31, 2021 | 75.99% |
| November 30, 2021 | 75.99% |
| October 31, 2021 | 75.99% |
| September 30, 2021 | 75.99% |
| August 31, 2021 | 75.99% |
| July 31, 2021 | 75.99% |
| June 30, 2021 | 75.99% |
| May 31, 2021 | 75.99% |
| April 30, 2021 | 75.99% |
| March 31, 2021 | 75.99% |
| February 28, 2021 | 75.99% |
| January 31, 2021 | 75.99% |
| December 31, 2020 | 75.99% |
| November 30, 2020 | 75.99% |
| October 31, 2020 | 75.99% |
| September 30, 2020 | 75.99% |
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
71.42%
Minimum
Nov 2019
75.99%
Maximum
Mar 2020
75.68%
Average
75.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mondelez International Inc | 29.74% |
| McCormick & Co Inc | 41.19% |
| BellRing Brands Inc | -- |
| General Mills Inc | 30.91% |
| The Simply Good Foods Co | 51.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.188 |
| Beta (5Y) | 0.4872 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.86% |
| Historical Sharpe Ratio (5Y) | 0.1199 |
| Historical Sortino (5Y) | 0.2113 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.63% |