Kayne Anderson NextGen Energy and Infrastructure Inc (KMF)
7.88
-0.02 (-0.25%)
USD |
NYSE |
Feb 03, 16:00
7.885
0.00 (0.00%)
Pre-Market: 19:59
KMF Max Drawdown (5Y): 92.67% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 92.67% |
| December 31, 2022 | 92.67% |
| November 30, 2022 | 92.67% |
| October 31, 2022 | 92.67% |
| September 30, 2022 | 92.67% |
| August 31, 2022 | 92.67% |
| July 31, 2022 | 92.67% |
| June 30, 2022 | 92.67% |
| May 31, 2022 | 92.67% |
| April 30, 2022 | 92.67% |
| March 31, 2022 | 92.67% |
| February 28, 2022 | 92.67% |
| January 31, 2022 | 92.67% |
| December 31, 2021 | 92.67% |
| November 30, 2021 | 92.67% |
| October 31, 2021 | 92.67% |
| September 30, 2021 | 92.67% |
| August 31, 2021 | 92.67% |
| July 31, 2021 | 92.67% |
| June 30, 2021 | 92.67% |
| May 31, 2021 | 92.67% |
| April 30, 2021 | 92.67% |
| March 31, 2021 | 92.67% |
| February 28, 2021 | 92.67% |
| January 31, 2021 | 92.67% |
| Date | Value |
|---|---|
| December 31, 2020 | 92.67% |
| November 30, 2020 | 92.67% |
| October 31, 2020 | 92.67% |
| September 30, 2020 | 92.67% |
| August 31, 2020 | 92.67% |
| July 31, 2020 | 92.67% |
| June 30, 2020 | 92.67% |
| May 31, 2020 | 92.67% |
| April 30, 2020 | 92.67% |
| March 31, 2020 | 92.67% |
| February 29, 2020 | 80.80% |
| January 31, 2020 | 80.80% |
| December 31, 2019 | 80.80% |
| November 30, 2019 | 80.80% |
| October 31, 2019 | 80.80% |
| September 30, 2019 | 80.80% |
| August 31, 2019 | 80.80% |
| July 31, 2019 | 80.80% |
| June 30, 2019 | 80.80% |
| May 31, 2019 | 80.80% |
| April 30, 2019 | 80.80% |
| March 31, 2019 | 80.80% |
| February 28, 2019 | 80.80% |
| January 31, 2019 | 80.80% |
| December 31, 2018 | 80.80% |
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
80.80%
Minimum
Feb 2018
92.67%
Maximum
Mar 2020
87.73%
Average
92.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.32 |
| Beta (5Y) | 1.752 |
| Alpha (vs YCharts Benchmark) (5Y) | -16.37 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.60% |
| Historical Sharpe Ratio (5Y) | 0.1513 |
| Historical Sortino (5Y) | 0.1604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.61% |