Kinder Morgan Inc (KMI)
28.00
-0.08
(-0.28%)
USD |
NYSE |
Nov 20, 16:00
28.15
+0.15
(+0.54%)
Pre-Market: 07:49
Kinder Morgan Max Drawdown (5Y): 72.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 72.71% |
September 30, 2024 | 72.71% |
August 31, 2024 | 72.71% |
July 31, 2024 | 72.71% |
June 30, 2024 | 72.71% |
May 31, 2024 | 72.71% |
April 30, 2024 | 72.71% |
March 31, 2024 | 72.71% |
February 29, 2024 | 72.71% |
January 31, 2024 | 72.71% |
December 31, 2023 | 72.71% |
November 30, 2023 | 72.71% |
October 31, 2023 | 72.71% |
September 30, 2023 | 72.71% |
August 31, 2023 | 72.71% |
July 31, 2023 | 72.71% |
June 30, 2023 | 72.71% |
May 31, 2023 | 72.71% |
April 30, 2023 | 72.71% |
March 31, 2023 | 72.71% |
February 28, 2023 | 72.71% |
January 31, 2023 | 72.71% |
December 31, 2022 | 72.71% |
November 30, 2022 | 72.71% |
October 31, 2022 | 72.71% |
Date | Value |
---|---|
September 30, 2022 | 72.71% |
August 31, 2022 | 72.71% |
July 31, 2022 | 72.71% |
June 30, 2022 | 72.71% |
May 31, 2022 | 72.71% |
April 30, 2022 | 72.71% |
March 31, 2022 | 72.71% |
February 28, 2022 | 72.71% |
January 31, 2022 | 72.71% |
December 31, 2021 | 72.71% |
November 30, 2021 | 72.71% |
October 31, 2021 | 72.71% |
September 30, 2021 | 72.71% |
August 31, 2021 | 72.71% |
July 31, 2021 | 72.71% |
June 30, 2021 | 72.71% |
May 31, 2021 | 72.71% |
April 30, 2021 | 72.71% |
March 31, 2021 | 72.71% |
February 28, 2021 | 72.71% |
January 31, 2021 | 72.71% |
December 31, 2020 | 72.71% |
November 30, 2020 | 72.71% |
October 31, 2020 | 72.71% |
September 30, 2020 | 72.71% |
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
71.86%
Minimum
Nov 2019
72.71%
Maximum
Mar 2020
72.65%
Average
72.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Enterprise Products Partners LP | 58.03% |
Schlumberger Ltd | 84.81% |
Chevron Corp | 55.77% |
MPLX LP | 85.27% |
Archrock Inc | 84.86% |
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% |