Koninklijke KPN NV (KKPNY)

3.63 -0.03 (-0.82%) USD  |  OTCM  |  Dec 20, 16:00
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Koninklijke KPN Max Drawdown (5Y): 44.65% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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VEON Ltd 92.06%
Nebius Group NV 80.16%
Prosus NV 69.47%
Universal Music Group NV --
AFC Ajax NV 52.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.134
Beta (5Y) 0.4431
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.06%
Historical Sharpe Ratio (5Y) 0.3198
Historical Sortino (5Y) 0.4756
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.22%