Konecranes Oyj (KNCRY)
11.61
+0.01
(+0.08%)
USD |
OTCM |
May 17, 16:00
Konecranes Max Drawdown (5Y): 53.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 53.78% |
| March 31, 2024 | 53.78% |
| February 29, 2024 | 53.78% |
| January 31, 2024 | 53.78% |
| December 31, 2023 | 53.78% |
| November 30, 2023 | 53.78% |
| October 31, 2023 | 53.78% |
| September 30, 2023 | 53.78% |
| August 31, 2023 | 53.78% |
| July 31, 2023 | 53.78% |
| June 30, 2023 | 53.78% |
| May 31, 2023 | 53.78% |
| April 30, 2023 | 53.78% |
| March 31, 2023 | 53.78% |
| February 28, 2023 | 53.78% |
| January 31, 2023 | 53.78% |
| December 31, 2022 | 53.78% |
| November 30, 2022 | 53.78% |
| October 31, 2022 | 53.78% |
| September 30, 2022 | 53.78% |
| August 31, 2022 | 49.23% |
| July 31, 2022 | 49.23% |
| June 30, 2022 | 49.23% |
| May 31, 2022 | 49.23% |
| April 30, 2022 | 49.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.23% |
| February 28, 2022 | 49.23% |
| January 31, 2022 | 49.23% |
| December 31, 2021 | 49.23% |
| November 30, 2021 | 49.23% |
| October 31, 2021 | 49.23% |
| September 30, 2021 | 49.23% |
| August 31, 2021 | 49.23% |
| July 31, 2021 | 49.23% |
| June 30, 2021 | 49.23% |
| May 31, 2021 | 49.23% |
| April 30, 2021 | 49.23% |
| March 31, 2021 | 49.23% |
| February 28, 2021 | 49.23% |
| January 31, 2021 | 49.23% |
| December 31, 2020 | 49.23% |
| November 30, 2020 | 49.23% |
| October 31, 2020 | 49.23% |
| September 30, 2020 | 49.23% |
| August 31, 2020 | 49.23% |
| July 31, 2020 | 49.23% |
| June 30, 2020 | 49.23% |
| May 31, 2020 | 49.23% |
| April 30, 2020 | 49.11% |
| March 31, 2020 | 37.44% |
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
36.66%
Minimum
May 2019
53.78%
Maximum
Sep 2022
48.45%
Average
49.23%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Wartsila Corp | 98.07% |
| YIT Oyj | 75.61% |
| KONE Oyj | 56.42% |
| Metso Corp | 50.21% |
| Cargotec Oyj | 68.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.863 |
| Beta (5Y) | 0.3595 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.04% |
| Historical Sharpe Ratio (5Y) | 0.2594 |
| Historical Sortino (5Y) | 0.424 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |