KION GROUP AG (KIGRY)
11.36
-0.14
(-1.21%)
USD |
OTCM |
May 02, 16:00
KION GROUP Max Drawdown (5Y): 83.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.45% |
| March 31, 2024 | 83.45% |
| February 29, 2024 | 83.45% |
| January 31, 2024 | 83.45% |
| December 31, 2023 | 83.45% |
| November 30, 2023 | 83.45% |
| October 31, 2023 | 83.45% |
| September 30, 2023 | 83.45% |
| August 31, 2023 | 83.45% |
| July 31, 2023 | 83.45% |
| June 30, 2023 | 83.45% |
| May 31, 2023 | 83.45% |
| April 30, 2023 | 83.45% |
| March 31, 2023 | 83.45% |
| February 28, 2023 | 83.45% |
| January 31, 2023 | 83.45% |
| December 31, 2022 | 83.45% |
| November 30, 2022 | 83.45% |
| October 31, 2022 | 83.45% |
| September 30, 2022 | 83.24% |
| August 31, 2022 | 65.80% |
| July 31, 2022 | 65.09% |
| June 30, 2022 | 63.92% |
| May 31, 2022 | 60.72% |
| April 30, 2022 | 60.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 60.72% |
| February 28, 2022 | 60.72% |
| January 31, 2022 | 60.72% |
| December 31, 2021 | 60.72% |
| November 30, 2021 | 60.72% |
| October 31, 2021 | 60.72% |
| September 30, 2021 | 60.72% |
| August 31, 2021 | 60.72% |
| July 31, 2021 | 60.72% |
| June 30, 2021 | 60.72% |
| May 31, 2021 | 60.72% |
| April 30, 2021 | 60.72% |
| March 31, 2021 | 60.72% |
| February 28, 2021 | 60.72% |
| January 31, 2021 | 60.72% |
| December 31, 2020 | 60.72% |
| November 30, 2020 | 60.72% |
| October 31, 2020 | 60.72% |
| September 30, 2020 | 60.72% |
| August 31, 2020 | 60.72% |
| July 31, 2020 | 60.72% |
| June 30, 2020 | 60.72% |
| May 31, 2020 | 60.72% |
| April 30, 2020 | 60.72% |
| March 31, 2020 | 60.72% |
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
50.90%
Minimum
May 2019
83.45%
Maximum
Oct 2022
67.01%
Average
60.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Siemens AG | 52.76% |
| KHD Humboldt Wedag International AG | 78.60% |
| DHL Group | 58.03% |
| Bilfinger SE | 71.33% |
| Lilium NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.17 |
| Beta (5Y) | 2.102 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.78% |
| Historical Sharpe Ratio (5Y) | -0.1657 |
| Historical Sortino (5Y) | -0.2382 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.33% |