KONE Oyj (KNYJY)
26.39
-0.17
(-0.64%)
USD |
OTCM |
May 22, 16:00
KONE Max Drawdown (5Y): 56.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 56.42% |
| March 31, 2024 | 56.42% |
| February 29, 2024 | 56.42% |
| January 31, 2024 | 56.42% |
| December 31, 2023 | 56.42% |
| November 30, 2023 | 56.42% |
| October 31, 2023 | 56.42% |
| September 30, 2023 | 56.42% |
| August 31, 2023 | 56.42% |
| July 31, 2023 | 56.42% |
| June 30, 2023 | 56.42% |
| May 31, 2023 | 56.42% |
| April 30, 2023 | 56.42% |
| March 31, 2023 | 56.42% |
| February 28, 2023 | 56.42% |
| January 31, 2023 | 56.42% |
| December 31, 2022 | 56.42% |
| November 30, 2022 | 56.42% |
| October 31, 2022 | 56.42% |
| September 30, 2022 | 56.42% |
| August 31, 2022 | 53.40% |
| July 31, 2022 | 48.21% |
| June 30, 2022 | 47.55% |
| May 31, 2022 | 47.55% |
| April 30, 2022 | 43.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.95% |
| February 28, 2022 | 35.35% |
| January 31, 2022 | 29.23% |
| December 31, 2021 | 25.46% |
| November 30, 2021 | 25.46% |
| October 31, 2021 | 24.18% |
| September 30, 2021 | 23.64% |
| August 31, 2021 | 23.64% |
| July 31, 2021 | 23.64% |
| June 30, 2021 | 23.64% |
| May 31, 2021 | 23.64% |
| April 30, 2021 | 23.64% |
| March 31, 2021 | 23.64% |
| February 28, 2021 | 23.64% |
| January 31, 2021 | 23.64% |
| December 31, 2020 | 23.64% |
| November 30, 2020 | 23.64% |
| October 31, 2020 | 23.64% |
| September 30, 2020 | 23.64% |
| August 31, 2020 | 23.64% |
| July 31, 2020 | 23.64% |
| June 30, 2020 | 24.04% |
| May 31, 2020 | 24.04% |
| April 30, 2020 | 24.04% |
| March 31, 2020 | 24.04% |
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
23.64%
Minimum
Jul 2020
56.42%
Maximum
Sep 2022
37.33%
Average
24.82%
Median
Max Drawdown (5Y) Benchmarks
| Wartsila Corp | 98.07% |
| YIT Oyj | 75.61% |
| Metso Corp | 50.21% |
| Konecranes Oyj | 53.78% |
| Cargotec Oyj | 68.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.612 |
| Beta (5Y) | 0.7045 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.36% |
| Historical Sharpe Ratio (5Y) | -0.0289 |
| Historical Sortino (5Y) | -0.0537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.27% |