KNOT Offshore Partners LP (KNOP)
6.24
+0.04
(+0.65%)
USD |
NYSE |
Nov 14, 13:10
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 | 56.22% |
| November 30, 2020 | 56.22% |
| 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
Nov 2020
74.53%
Maximum
May 2023
63.46%
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 | 56.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.75 |
| Beta (5Y) | 0.758 |
| 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% |