Koppers Holdings Inc (KOP)
37.78
+0.24
(+0.64%)
USD |
NYSE |
Nov 21, 16:00
37.80
+0.02
(+0.05%)
After-Hours: 20:00
Koppers Holdings Max Drawdown (5Y): 83.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 83.71% |
September 30, 2024 | 83.71% |
August 31, 2024 | 83.71% |
July 31, 2024 | 83.71% |
June 30, 2024 | 83.71% |
May 31, 2024 | 83.71% |
April 30, 2024 | 83.71% |
March 31, 2024 | 83.71% |
February 29, 2024 | 83.71% |
January 31, 2024 | 83.71% |
December 31, 2023 | 83.71% |
November 30, 2023 | 83.71% |
October 31, 2023 | 83.71% |
September 30, 2023 | 83.71% |
August 31, 2023 | 83.71% |
July 31, 2023 | 83.71% |
June 30, 2023 | 83.71% |
May 31, 2023 | 83.71% |
April 30, 2023 | 83.71% |
March 31, 2023 | 83.71% |
February 28, 2023 | 83.71% |
January 31, 2023 | 83.71% |
December 31, 2022 | 83.71% |
November 30, 2022 | 83.71% |
October 31, 2022 | 83.71% |
Date | Value |
---|---|
September 30, 2022 | 83.71% |
August 31, 2022 | 83.71% |
July 31, 2022 | 83.71% |
June 30, 2022 | 83.71% |
May 31, 2022 | 83.71% |
April 30, 2022 | 83.71% |
March 31, 2022 | 83.71% |
February 28, 2022 | 83.71% |
January 31, 2022 | 83.71% |
December 31, 2021 | 83.71% |
November 30, 2021 | 83.71% |
October 31, 2021 | 83.71% |
September 30, 2021 | 83.71% |
August 31, 2021 | 83.71% |
July 31, 2021 | 83.71% |
June 30, 2021 | 83.71% |
May 31, 2021 | 83.71% |
April 30, 2021 | 83.71% |
March 31, 2021 | 83.71% |
February 28, 2021 | 83.71% |
January 31, 2021 | 83.71% |
December 31, 2020 | 83.71% |
November 30, 2020 | 83.71% |
October 31, 2020 | 83.71% |
September 30, 2020 | 83.71% |
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
70.42%
Minimum
Nov 2019
83.71%
Maximum
Apr 2020
82.79%
Average
83.71%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
The Chemours Co | 86.15% |
Quaker Houghton | 54.80% |
Avient Corp | 76.84% |
Solitario Resources Corp | 83.21% |
Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.55 |
Beta (5Y) | 1.838 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.96% |
Historical Sharpe Ratio (5Y) | -0.0158 |
Historical Sortino (5Y) | -0.0214 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.24% |