Kingstone Companies Inc (KINS)
4.04
+0.04
(+1.00%)
USD |
NASDAQ |
Apr 19, 15:52
Kingstone Max Drawdown (5Y): 96.20% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.20% |
| February 29, 2024 | 96.20% |
| January 31, 2024 | 96.20% |
| December 31, 2023 | 96.20% |
| November 30, 2023 | 96.20% |
| October 31, 2023 | 96.20% |
| September 30, 2023 | 96.20% |
| August 31, 2023 | 96.20% |
| July 31, 2023 | 96.20% |
| June 30, 2023 | 96.20% |
| May 31, 2023 | 96.20% |
| April 30, 2023 | 96.20% |
| March 31, 2023 | 96.20% |
| February 28, 2023 | 96.20% |
| January 31, 2023 | 96.20% |
| December 31, 2022 | 96.20% |
| November 30, 2022 | 96.20% |
| October 31, 2022 | 88.69% |
| September 30, 2022 | 85.95% |
| August 31, 2022 | 81.90% |
| July 31, 2022 | 81.43% |
| June 30, 2022 | 80.70% |
| May 31, 2022 | 80.07% |
| April 30, 2022 | 80.07% |
| March 31, 2022 | 80.07% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.07% |
| January 31, 2022 | 80.07% |
| December 31, 2021 | 80.07% |
| November 30, 2021 | 80.07% |
| October 31, 2021 | 80.07% |
| September 30, 2021 | 80.07% |
| August 31, 2021 | 80.07% |
| July 31, 2021 | 80.07% |
| June 30, 2021 | 80.07% |
| May 31, 2021 | 80.07% |
| April 30, 2021 | 80.07% |
| March 31, 2021 | 80.07% |
| February 28, 2021 | 80.07% |
| January 31, 2021 | 80.07% |
| December 31, 2020 | 80.07% |
| November 30, 2020 | 80.07% |
| October 31, 2020 | 80.07% |
| September 30, 2020 | 80.07% |
| August 31, 2020 | 80.07% |
| July 31, 2020 | 80.07% |
| June 30, 2020 | 80.07% |
| May 31, 2020 | 80.07% |
| April 30, 2020 | 76.97% |
| March 31, 2020 | 76.97% |
| February 29, 2020 | 65.51% |
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
44.97%
Minimum
Apr 2019
96.20%
Maximum
Nov 2022
81.43%
Average
80.07%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| GoHealth Inc | -- |
| CorVel Corp | 50.72% |
| eHealth Inc | 98.17% |
| Reliance Global Group Inc | 99.97% |
| BRP Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.25 |
| Beta (5Y) | 0.5883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.03% |
| Historical Sharpe Ratio (5Y) | -0.3368 |
| Historical Sortino (5Y) | -0.5659 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.62% |