Klepierre (KLPEF)
30.26
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Klepierre Max Drawdown (5Y): 86.46% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.46% |
| August 31, 2024 | 86.46% |
| July 31, 2024 | 86.46% |
| June 30, 2024 | 86.46% |
| May 31, 2024 | 86.46% |
| April 30, 2024 | 86.46% |
| March 31, 2024 | 86.46% |
| February 29, 2024 | 86.46% |
| January 31, 2024 | 86.46% |
| December 31, 2023 | 86.46% |
| November 30, 2023 | 86.46% |
| October 31, 2023 | 86.46% |
| September 30, 2023 | 86.46% |
| August 31, 2023 | 86.46% |
| July 31, 2023 | 86.46% |
| June 30, 2023 | 86.46% |
| May 31, 2023 | 86.46% |
| April 30, 2023 | 86.46% |
| March 31, 2023 | 86.46% |
| February 28, 2023 | 86.46% |
| January 31, 2023 | 86.46% |
| December 31, 2022 | 86.46% |
| November 30, 2022 | 86.46% |
| October 31, 2022 | 86.46% |
| September 30, 2022 | 86.46% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.46% |
| July 31, 2022 | 86.46% |
| June 30, 2022 | 86.46% |
| May 31, 2022 | 86.46% |
| April 30, 2022 | 86.46% |
| March 31, 2022 | 86.46% |
| February 28, 2022 | 86.46% |
| January 31, 2022 | 86.46% |
| December 31, 2021 | 86.46% |
| November 30, 2021 | 86.46% |
| October 31, 2021 | 86.46% |
| September 30, 2021 | 86.46% |
| August 31, 2021 | 86.46% |
| July 31, 2021 | 86.46% |
| June 30, 2021 | 86.46% |
| May 31, 2021 | 86.46% |
| April 30, 2021 | 86.46% |
| March 31, 2021 | 86.46% |
| February 28, 2021 | 86.46% |
| January 31, 2021 | 86.46% |
| December 31, 2020 | 86.46% |
| November 30, 2020 | 86.46% |
| October 31, 2020 | 86.46% |
| September 30, 2020 | 86.46% |
| August 31, 2020 | 86.46% |
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
34.40%
Minimum
Nov 2019
86.46%
Maximum
Mar 2020
82.93%
Average
86.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Nexity SA | -- |
| Unibail-Rodamco-Westfield | 83.95% |
| Gecina Nom | 60.28% |
| Altarea SCA | 52.44% |
| Argan | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.67 |
| Beta (5Y) | 1.508 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.73% |
| Historical Sharpe Ratio (5Y) | 0.0919 |
| Historical Sortino (5Y) | 0.1642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.22% |