Koninklijke KPN NV (KKPNY)
3.59
+0.01
(+0.27%)
USD |
OTCM |
May 03, 16:00
Koninklijke KPN Max Drawdown (5Y): 44.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 44.65% |
| August 31, 2022 | 44.65% |
| July 31, 2022 | 44.65% |
| June 30, 2022 | 44.65% |
| May 31, 2022 | 44.65% |
| April 30, 2022 | 54.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.90% |
| February 28, 2022 | 60.50% |
| January 31, 2022 | 64.74% |
| December 31, 2021 | 65.94% |
| November 30, 2021 | 67.29% |
| October 31, 2021 | 67.29% |
| September 30, 2021 | 68.58% |
| August 31, 2021 | 69.14% |
| July 31, 2021 | 69.14% |
| June 30, 2021 | 69.14% |
| May 31, 2021 | 69.40% |
| April 30, 2021 | 70.01% |
| March 31, 2021 | 70.01% |
| February 28, 2021 | 70.01% |
| January 31, 2021 | 70.01% |
| December 31, 2020 | 70.82% |
| November 30, 2020 | 74.43% |
| October 31, 2020 | 75.57% |
| September 30, 2020 | 75.57% |
| August 31, 2020 | 75.91% |
| July 31, 2020 | 75.91% |
| June 30, 2020 | 75.91% |
| May 31, 2020 | 75.91% |
| April 30, 2020 | 75.91% |
| March 31, 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
May 2022
81.07%
Maximum
May 2019
61.32%
Average
67.29%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| VEON Ltd | 92.06% |
| Yandex NV | 78.10% |
| Prosus NV | -- |
| Universal Music Group NV | -- |
| AFC Ajax NV | 46.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.370 |
| Beta (5Y) | 0.4087 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.19% |
| Historical Sharpe Ratio (5Y) | 0.2669 |
| Historical Sortino (5Y) | 0.4128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.01% |