Kinder Morgan Inc (KMI)
18.84
+0.62
(+3.43%)
USD |
NYSE |
Apr 19, 16:00
18.79
-0.04
(-0.24%)
After-Hours: 18:39
Kinder Morgan Max Drawdown (5Y): 71.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 71.86% |
July 31, 2020 | 71.86% |
June 30, 2020 | 71.86% |
May 31, 2020 | 71.86% |
April 30, 2020 | 71.86% |
March 31, 2020 | 71.86% |
February 29, 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
Apr 2019
71.83%
Average
71.82%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Halliburton Co | 91.49% |
Schlumberger Ltd | 84.40% |
Enterprise Products Partners LP | 58.03% |
MPLX LP | 84.60% |
Baker Hughes Co | 84.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.080 |
Beta (5Y) | 0.90 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.39% |
Historical Sharpe Ratio (5Y) | 0.094 |
Historical Sortino (5Y) | 0.1075 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.44% |