Kinder Morgan Inc (KMI)

26.85 +0.61 (+2.32%) USD  |  NYSE  |  Dec 20, 16:00
26.91 +0.06 (+0.22%) After-Hours: 20:00
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Kinder Morgan Max Drawdown (5Y): 72.71% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Chevron Corp 55.77%
Enterprise Products Partners LP 58.03%
Schlumberger Ltd 84.81%
Targa Resources Corp 93.41%
MPLX LP 85.27%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.3691
Beta (5Y) 0.9456
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.42%
Historical Sharpe Ratio (5Y) 0.4168
Historical Sortino (5Y) 0.4746
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.44%