KKR & Co Inc (KKR)

147.58 +4.05 (+2.82%) USD  |  NYSE  |  Dec 20, 16:00
147.58 0.00 (0.00%) After-Hours: 20:00
More

KKR Max Drawdown (5Y): 47.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for KKR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
The Carlyle Group Inc 56.71%
Blackstone Inc 49.26%
Apollo Global Management Inc 53.48%
Ares Management Corp 43.97%
The Goldman Sachs Group Inc 48.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 18.06
Beta (5Y) 1.633
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.40%
Historical Sharpe Ratio (5Y) 1.096
Historical Sortino (5Y) 1.629
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.70%