KKR & Co Inc (KKR)
156.24
+4.06
(+2.67%)
USD |
NYSE |
Nov 21, 12:37
KKR Max Drawdown (5Y): 47.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.92% |
| September 30, 2024 | 47.92% |
| August 31, 2024 | 47.92% |
| July 31, 2024 | 47.92% |
| June 30, 2024 | 47.92% |
| May 31, 2024 | 47.92% |
| April 30, 2024 | 47.92% |
| March 31, 2024 | 47.92% |
| February 29, 2024 | 47.92% |
| January 31, 2024 | 47.92% |
| December 31, 2023 | 47.92% |
| November 30, 2023 | 47.92% |
| October 31, 2023 | 47.92% |
| September 30, 2023 | 47.92% |
| August 31, 2023 | 47.92% |
| July 31, 2023 | 47.92% |
| June 30, 2023 | 47.92% |
| May 31, 2023 | 47.92% |
| April 30, 2023 | 47.92% |
| March 31, 2023 | 47.92% |
| February 28, 2023 | 47.92% |
| January 31, 2023 | 47.92% |
| December 31, 2022 | 47.92% |
| November 30, 2022 | 47.92% |
| October 31, 2022 | 47.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.92% |
| August 31, 2022 | 45.57% |
| July 31, 2022 | 45.57% |
| June 30, 2022 | 45.57% |
| May 31, 2022 | 45.48% |
| April 30, 2022 | 45.48% |
| March 31, 2022 | 45.48% |
| February 28, 2022 | 45.48% |
| January 31, 2022 | 45.48% |
| December 31, 2021 | 45.48% |
| November 30, 2021 | 45.48% |
| October 31, 2021 | 45.48% |
| September 30, 2021 | 45.48% |
| August 31, 2021 | 45.48% |
| July 31, 2021 | 45.48% |
| June 30, 2021 | 48.19% |
| May 31, 2021 | 48.27% |
| April 30, 2021 | 48.27% |
| March 31, 2021 | 48.27% |
| February 28, 2021 | 48.27% |
| January 31, 2021 | 53.09% |
| December 31, 2020 | 53.09% |
| November 30, 2020 | 53.09% |
| October 31, 2020 | 53.09% |
| September 30, 2020 | 53.09% |
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
45.48%
Minimum
Jul 2021
53.09%
Maximum
Nov 2019
48.68%
Average
47.92%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| The Carlyle Group Inc | 56.71% |
| TPG Inc | -- |
| Blackstone Inc | 49.26% |
| The Goldman Sachs Group Inc | 48.75% |
| Apollo Global Management Inc | 53.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.30 |
| Beta (5Y) | 1.607 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.19% |
| Historical Sharpe Ratio (5Y) | 0.9959 |
| Historical Sortino (5Y) | 1.472 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.70% |