Kingstone Companies Inc (KINS)
13.83
-0.07
(-0.50%)
USD |
NASDAQ |
Nov 21, 16:00
13.80
-0.04
(-0.25%)
After-Hours: 20:00
Kingstone Max Drawdown (5Y): 96.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 96.20% |
September 30, 2024 | 96.20% |
August 31, 2024 | 96.20% |
July 31, 2024 | 96.20% |
June 30, 2024 | 96.20% |
May 31, 2024 | 96.20% |
April 30, 2024 | 96.20% |
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% |
Date | Value |
---|---|
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% |
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% |
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
63.31%
Minimum
Nov 2019
96.20%
Maximum
Nov 2022
85.70%
Average
80.07%
Median
May 2020
Max Drawdown (5Y) Benchmarks
CorVel Corp | 50.72% |
eHealth Inc | 98.17% |
Reliance Global Group Inc | 99.99% |
The Baldwin Insurance Group Inc | -- |
GoHealth Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.935 |
Beta (5Y) | 0.5532 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.52% |
Historical Sharpe Ratio (5Y) | 0.0718 |
Historical Sortino (5Y) | 0.1306 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.82% |