KNOT Offshore Partners LP (KNOP)
6.22
+0.02
(+0.32%)
USD |
NYSE |
Nov 21, 16:00
6.22
0.00 (0.00%)
Pre-Market: 20:00
KNOT Offshore Partners Max Drawdown (5Y): 74.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.53% |
September 30, 2024 | 74.53% |
August 31, 2024 | 74.53% |
July 31, 2024 | 74.53% |
June 30, 2024 | 74.53% |
May 31, 2024 | 74.53% |
April 30, 2024 | 74.53% |
March 31, 2024 | 74.53% |
February 29, 2024 | 74.53% |
January 31, 2024 | 74.53% |
December 31, 2023 | 74.53% |
November 30, 2023 | 74.53% |
October 31, 2023 | 74.53% |
September 30, 2023 | 74.53% |
August 31, 2023 | 74.53% |
July 31, 2023 | 74.53% |
June 30, 2023 | 74.53% |
May 31, 2023 | 74.53% |
April 30, 2023 | 73.72% |
March 31, 2023 | 70.96% |
February 28, 2023 | 68.38% |
January 31, 2023 | 68.38% |
December 31, 2022 | 56.22% |
November 30, 2022 | 56.22% |
October 31, 2022 | 56.22% |
Date | Value |
---|---|
September 30, 2022 | 56.22% |
August 31, 2022 | 56.22% |
July 31, 2022 | 56.22% |
June 30, 2022 | 56.22% |
May 31, 2022 | 56.22% |
April 30, 2022 | 56.22% |
March 31, 2022 | 56.22% |
February 28, 2022 | 56.22% |
January 31, 2022 | 56.22% |
December 31, 2021 | 56.22% |
November 30, 2021 | 56.22% |
October 31, 2021 | 56.22% |
September 30, 2021 | 56.22% |
August 31, 2021 | 56.22% |
July 31, 2021 | 56.22% |
June 30, 2021 | 56.22% |
May 31, 2021 | 56.22% |
April 30, 2021 | 56.22% |
March 31, 2021 | 56.22% |
February 28, 2021 | 56.22% |
January 31, 2021 | 56.22% |
December 31, 2020 | 60.27% |
November 30, 2020 | 60.27% |
October 31, 2020 | 60.27% |
September 30, 2020 | 60.27% |
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
56.22%
Minimum
Jan 2021
74.53%
Maximum
May 2023
63.60%
Average
60.27%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Pentair PLC | 52.22% |
RELX PLC | 37.75% |
Rentokil Initial PLC | 44.42% |
CNH Industrial NV | 65.66% |
nVent Electric PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.75 |
Beta (5Y) | 0.7580 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.54% |
Historical Sharpe Ratio (5Y) | -0.3159 |
Historical Sortino (5Y) | -0.4201 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.47% |