Knowles Corp (KN)
18.58
+0.43
(+2.37%)
USD |
NYSE |
Nov 21, 16:00
21.86
+3.28
(+17.65%)
Pre-Market: 05:28
Knowles Max Drawdown (5Y): 49.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.55% |
| September 30, 2024 | 49.55% |
| August 31, 2024 | 49.55% |
| July 31, 2024 | 49.55% |
| June 30, 2024 | 49.55% |
| May 31, 2024 | 53.58% |
| April 30, 2024 | 53.58% |
| March 31, 2024 | 53.58% |
| February 29, 2024 | 53.58% |
| January 31, 2024 | 53.61% |
| December 31, 2023 | 63.09% |
| November 30, 2023 | 63.09% |
| October 31, 2023 | 63.09% |
| September 30, 2023 | 63.09% |
| August 31, 2023 | 63.09% |
| July 31, 2023 | 63.09% |
| June 30, 2023 | 63.09% |
| May 31, 2023 | 63.09% |
| April 30, 2023 | 63.09% |
| March 31, 2023 | 67.20% |
| February 28, 2023 | 67.20% |
| January 31, 2023 | 67.20% |
| December 31, 2022 | 67.20% |
| November 30, 2022 | 67.20% |
| October 31, 2022 | 67.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.20% |
| August 31, 2022 | 67.20% |
| July 31, 2022 | 67.20% |
| June 30, 2022 | 67.20% |
| May 31, 2022 | 67.20% |
| April 30, 2022 | 67.20% |
| March 31, 2022 | 67.20% |
| February 28, 2022 | 67.20% |
| January 31, 2022 | 67.20% |
| December 31, 2021 | 67.20% |
| November 30, 2021 | 67.20% |
| October 31, 2021 | 67.20% |
| September 30, 2021 | 67.20% |
| August 31, 2021 | 67.20% |
| July 31, 2021 | 67.20% |
| June 30, 2021 | 67.20% |
| May 31, 2021 | 67.20% |
| April 30, 2021 | 67.20% |
| March 31, 2021 | 67.20% |
| February 28, 2021 | 67.20% |
| January 31, 2021 | 70.24% |
| December 31, 2020 | 70.24% |
| November 30, 2020 | 70.24% |
| October 31, 2020 | 70.24% |
| September 30, 2020 | 70.24% |
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
49.55%
Minimum
Jun 2024
70.24%
Maximum
Nov 2019
64.74%
Average
67.20%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Vicor Corp | 80.47% |
| Allient Inc | 63.11% |
| LGL Group Inc | 50.99% |
| Vuzix Corp | 97.22% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.00 |
| Beta (5Y) | 1.420 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.20% |
| Historical Sharpe Ratio (5Y) | -0.2136 |
| Historical Sortino (5Y) | -0.3177 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.98% |