Kinder Morgan Inc (KMI)
24.49
+0.31
(+1.28%)
USD |
NYSE |
Nov 04, 16:00
24.31
-0.18
(-0.73%)
Pre-Market: 06:31
Kinder Morgan Max Drawdown (5Y): 71.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.82% |
| September 30, 2024 | 71.82% |
| August 31, 2024 | 71.82% |
| July 31, 2024 | 71.82% |
| June 30, 2024 | 71.82% |
| May 31, 2024 | 71.82% |
| April 30, 2024 | 71.82% |
| March 31, 2024 | 71.82% |
| February 29, 2024 | 71.82% |
| January 31, 2024 | 71.82% |
| December 31, 2023 | 71.82% |
| November 30, 2023 | 71.82% |
| October 31, 2023 | 71.82% |
| September 30, 2023 | 71.82% |
| August 31, 2023 | 71.82% |
| July 31, 2023 | 71.82% |
| June 30, 2023 | 71.82% |
| May 31, 2023 | 71.82% |
| April 30, 2023 | 71.82% |
| March 31, 2023 | 71.82% |
| February 28, 2023 | 71.82% |
| January 31, 2023 | 71.82% |
| December 31, 2022 | 71.82% |
| November 30, 2022 | 71.82% |
| October 31, 2022 | 71.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.82% |
| August 31, 2022 | 71.82% |
| July 31, 2022 | 71.82% |
| June 30, 2022 | 71.82% |
| May 31, 2022 | 71.82% |
| April 30, 2022 | 71.82% |
| March 31, 2022 | 71.82% |
| February 28, 2022 | 71.82% |
| January 31, 2022 | 71.82% |
| December 31, 2021 | 71.82% |
| November 30, 2021 | 71.82% |
| October 31, 2021 | 71.82% |
| September 30, 2021 | 71.82% |
| August 31, 2021 | 71.82% |
| July 31, 2021 | 71.82% |
| June 30, 2021 | 71.82% |
| May 31, 2021 | 71.82% |
| April 30, 2021 | 71.82% |
| March 31, 2021 | 71.82% |
| February 28, 2021 | 71.82% |
| January 31, 2021 | 71.82% |
| December 31, 2020 | 71.82% |
| November 30, 2020 | 71.82% |
| October 31, 2020 | 71.86% |
| September 30, 2020 | 71.86% |
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
71.82%
Minimum
Nov 2020
71.86%
Maximum
Nov 2019
71.83%
Average
71.82%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Schlumberger Ltd | 84.40% |
| Chevron Corp | 55.77% |
| MPLX LP | 84.60% |
| Enterprise Products Partners LP | 58.03% |
| Targa Resources Corp | 92.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.089 |
| Beta (5Y) | 0.9105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.02% |
| Historical Sharpe Ratio (5Y) | 0.2985 |
| Historical Sortino (5Y) | 0.3357 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.44% |