Kronos Advanced Technologies Inc (KNOS)
0.0048
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Kronos Advanced Technologies Max Drawdown (5Y): 99.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.69% |
March 31, 2024 | 99.69% |
February 29, 2024 | 99.69% |
January 31, 2024 | 99.69% |
December 31, 2023 | 99.53% |
November 30, 2023 | 99.27% |
October 31, 2023 | 99.09% |
September 30, 2023 | 98.83% |
August 31, 2023 | 98.70% |
July 31, 2023 | 98.68% |
June 30, 2023 | 98.68% |
May 31, 2023 | 98.68% |
April 30, 2023 | 98.68% |
March 31, 2023 | 98.68% |
February 28, 2023 | 98.68% |
January 31, 2023 | 98.68% |
December 31, 2022 | 98.68% |
November 30, 2022 | 98.00% |
October 31, 2022 | 97.66% |
September 30, 2022 | 97.61% |
August 31, 2022 | 97.40% |
July 31, 2022 | 97.40% |
June 30, 2022 | 97.40% |
May 31, 2022 | 97.40% |
April 30, 2022 | 97.14% |
Date | Value |
---|---|
March 31, 2022 | 96.49% |
February 28, 2022 | 95.06% |
January 31, 2022 | 94.83% |
December 31, 2021 | 94.83% |
November 30, 2021 | 92.16% |
October 31, 2021 | 93.33% |
September 30, 2021 | 93.33% |
August 31, 2021 | 93.33% |
July 31, 2021 | 93.33% |
June 30, 2021 | 93.33% |
May 31, 2021 | 93.33% |
April 30, 2021 | 93.33% |
March 31, 2021 | 93.33% |
February 28, 2021 | 93.33% |
January 31, 2021 | 93.33% |
December 31, 2020 | 93.33% |
November 30, 2020 | 93.33% |
October 31, 2020 | 93.33% |
September 30, 2020 | 93.33% |
August 31, 2020 | 93.33% |
July 31, 2020 | 93.33% |
June 30, 2020 | 93.33% |
May 31, 2020 | 93.33% |
April 30, 2020 | 93.33% |
March 31, 2020 | 93.33% |
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
92.16%
Minimum
Nov 2021
99.69%
Maximum
Jan 2024
95.70%
Average
94.92%
Median
Max Drawdown (5Y) Benchmarks
CECO Environmental Corp | 74.13% |
Donaldson Co Inc | 42.72% |
Fuel Tech Inc | 86.07% |
AAON Inc | 42.39% |
Limbach Holdings Inc | 84.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 16.53 |
Beta (5Y) | -1.487 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 379.9% |
Historical Sharpe Ratio (5Y) | -0.0001 |
Historical Sortino (5Y) | -0.0008 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.18% |