Koninklijke KPN NV (KKPNY)
3.76
+0.02
(+0.51%)
USD |
OTCM |
Nov 21, 16:00
Koninklijke KPN Max Drawdown (5Y): 44.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.65% |
| September 30, 2024 | 44.65% |
| August 31, 2024 | 44.65% |
| July 31, 2024 | 44.65% |
| June 30, 2024 | 44.65% |
| May 31, 2024 | 44.65% |
| April 30, 2024 | 44.65% |
| March 31, 2024 | 44.65% |
| February 29, 2024 | 44.65% |
| January 31, 2024 | 44.65% |
| December 31, 2023 | 44.65% |
| November 30, 2023 | 44.65% |
| October 31, 2023 | 44.65% |
| September 30, 2023 | 44.65% |
| August 31, 2023 | 44.65% |
| July 31, 2023 | 44.65% |
| June 30, 2023 | 44.65% |
| May 31, 2023 | 44.65% |
| April 30, 2023 | 44.65% |
| March 31, 2023 | 44.65% |
| February 28, 2023 | 44.65% |
| January 31, 2023 | 44.65% |
| December 31, 2022 | 44.65% |
| November 30, 2022 | 44.65% |
| October 31, 2022 | 44.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.91% |
| August 31, 2022 | 51.26% |
| July 31, 2022 | 51.26% |
| June 30, 2022 | 57.50% |
| May 31, 2022 | 59.36% |
| April 30, 2022 | 64.52% |
| March 31, 2022 | 64.94% |
| February 28, 2022 | 67.34% |
| January 31, 2022 | 68.64% |
| December 31, 2021 | 68.64% |
| November 30, 2021 | 70.34% |
| October 31, 2021 | 71.40% |
| September 30, 2021 | 71.40% |
| August 31, 2021 | 71.40% |
| July 31, 2021 | 71.40% |
| June 30, 2021 | 71.40% |
| May 31, 2021 | 71.40% |
| April 30, 2021 | 71.40% |
| March 31, 2021 | 73.11% |
| February 28, 2021 | 74.46% |
| January 31, 2021 | 74.70% |
| December 31, 2020 | 75.57% |
| November 30, 2020 | 75.57% |
| October 31, 2020 | 75.91% |
| September 30, 2020 | 75.91% |
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
44.65%
Minimum
Oct 2022
80.54%
Maximum
Nov 2019
59.78%
Average
61.94%
Median
Max Drawdown (5Y) Benchmarks
| VEON Ltd | 92.06% |
| Nebius Group NV | 80.16% |
| Prosus NV | -- |
| Universal Music Group NV | -- |
| AFC Ajax NV | 46.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.462 |
| Beta (5Y) | 0.4520 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.89% |
| Historical Sharpe Ratio (5Y) | 0.3334 |
| Historical Sortino (5Y) | 0.4901 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.01% |