Know Labs Inc (KNW)
0.2402
+0.01
(+4.34%)
USD |
NYAM |
Nov 21, 16:00
0.2459
+0.01
(+2.37%)
After-Hours: 20:00
Know Labs Max Drawdown (5Y): 95.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.64% |
| September 30, 2024 | 94.86% |
| August 31, 2024 | 94.86% |
| July 31, 2024 | 94.86% |
| June 30, 2024 | 94.86% |
| May 31, 2024 | 94.86% |
| April 30, 2024 | 94.86% |
| March 31, 2024 | 94.86% |
| February 29, 2024 | 94.86% |
| January 31, 2024 | 94.86% |
| December 31, 2023 | 94.86% |
| November 30, 2023 | 94.86% |
| October 31, 2023 | 94.86% |
| September 30, 2023 | 94.86% |
| August 31, 2023 | 94.68% |
| July 31, 2023 | 94.68% |
| June 30, 2023 | 95.88% |
| May 31, 2023 | 98.58% |
| April 30, 2023 | 98.86% |
| March 31, 2023 | 98.90% |
| February 28, 2023 | 98.90% |
| January 31, 2023 | 98.90% |
| December 31, 2022 | 99.06% |
| November 30, 2022 | 99.06% |
| October 31, 2022 | 99.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.26% |
| August 31, 2022 | 99.43% |
| July 31, 2022 | 99.63% |
| June 30, 2022 | 99.63% |
| May 31, 2022 | 99.63% |
| April 30, 2022 | 99.63% |
| March 31, 2022 | 99.63% |
| February 28, 2022 | 99.63% |
| January 31, 2022 | 99.63% |
| December 31, 2021 | 99.63% |
| November 30, 2021 | 99.63% |
| October 31, 2021 | 99.63% |
| September 30, 2021 | 99.63% |
| August 31, 2021 | 99.63% |
| July 31, 2021 | 99.63% |
| June 30, 2021 | 99.63% |
| May 31, 2021 | 99.63% |
| April 30, 2021 | 99.63% |
| March 31, 2021 | 99.63% |
| February 28, 2021 | 99.63% |
| January 31, 2021 | 99.63% |
| December 31, 2020 | 99.63% |
| November 30, 2020 | 99.63% |
| October 31, 2020 | 99.63% |
| September 30, 2020 | 99.63% |
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
94.68%
Minimum
Jul 2023
99.63%
Maximum
Nov 2019
98.20%
Average
99.63%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| ESCO Technologies Inc | 45.96% |
| Faro Technologies Inc | 89.26% |
| Coherent Corp | 72.22% |
| Luna Innovations Inc | 88.62% |
| Trimble Inc | 57.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.42 |
| Beta (5Y) | 1.568 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.7% |
| Historical Sharpe Ratio (5Y) | -0.2612 |
| Historical Sortino (5Y) | -0.6407 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.89% |