Kronos Advanced Technologies Inc (KNOS)
0.0072
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Kronos Advanced Technologies Max Drawdown (5Y): 99.69% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.69% |
| August 31, 2024 | 99.69% |
| July 31, 2024 | 99.69% |
| June 30, 2024 | 99.69% |
| May 31, 2024 | 99.69% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
96.19%
Average
97.14%
Median
Apr 2022
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) | 48.01 |
| Beta (5Y) | -1.631 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 379.3% |
| Historical Sharpe Ratio (5Y) | 0.0678 |
| Historical Sortino (5Y) | 0.5383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |