Koc Holding AS (KHOLY)
37.69
+0.43
(+1.15%)
USD |
OTCM |
May 16, 16:00
Koc Max Drawdown (5Y): 66.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.97% |
| March 31, 2024 | 66.97% |
| February 29, 2024 | 66.97% |
| January 31, 2024 | 66.97% |
| December 31, 2023 | 66.97% |
| November 30, 2023 | 66.97% |
| October 31, 2023 | 66.97% |
| September 30, 2023 | 66.97% |
| August 31, 2023 | 66.97% |
| July 31, 2023 | 66.97% |
| June 30, 2023 | 66.97% |
| May 31, 2023 | 66.97% |
| April 30, 2023 | 66.97% |
| March 31, 2023 | 66.97% |
| February 28, 2023 | 66.97% |
| January 31, 2023 | 66.97% |
| December 31, 2022 | 66.97% |
| November 30, 2022 | 66.97% |
| October 31, 2022 | 66.97% |
| September 30, 2022 | 66.97% |
| August 31, 2022 | 66.97% |
| July 31, 2022 | 66.97% |
| June 30, 2022 | 66.97% |
| May 31, 2022 | 66.97% |
| April 30, 2022 | 66.97% |
| Date | Value |
|---|---|
| March 31, 2022 | 66.97% |
| February 28, 2022 | 66.97% |
| January 31, 2022 | 66.97% |
| December 31, 2021 | 66.97% |
| November 30, 2021 | 66.97% |
| October 31, 2021 | 66.97% |
| September 30, 2021 | 66.97% |
| August 31, 2021 | 66.97% |
| July 31, 2021 | 66.97% |
| June 30, 2021 | 66.97% |
| May 31, 2021 | 66.97% |
| April 30, 2021 | 66.97% |
| March 31, 2021 | 66.97% |
| February 28, 2021 | 66.97% |
| January 31, 2021 | 66.97% |
| December 31, 2020 | 66.97% |
| November 30, 2020 | 66.97% |
| October 31, 2020 | 65.85% |
| September 30, 2020 | 64.17% |
| August 31, 2020 | 62.91% |
| July 31, 2020 | 62.91% |
| June 30, 2020 | 62.91% |
| May 31, 2020 | 62.91% |
| April 30, 2020 | 62.91% |
| March 31, 2020 | 62.49% |
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
61.12%
Minimum
May 2019
66.97%
Maximum
Nov 2020
65.52%
Average
66.97%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| TAV Havalimanlari Holding AS | 68.88% |
| Gifa Inc | 99.79% |
| Tekfen Holding AS | -- |
| Turk Hava Yollari AO | 77.29% |
| Reysas Tasimacilik ve Lojistik Ticaret AS | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.60 |
| Beta (5Y) | 0.7185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.20% |
| Historical Sharpe Ratio (5Y) | 0.4888 |
| Historical Sortino (5Y) | 0.82 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.04% |