Koppers Holdings Inc (KOP)
53.45
+0.48
(+0.91%)
USD |
NYSE |
Apr 23, 13:20
Koppers Holdings Max Drawdown (5Y): 83.71% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 83.71% |
July 31, 2020 | 83.71% |
June 30, 2020 | 83.71% |
May 31, 2020 | 83.71% |
April 30, 2020 | 83.71% |
March 31, 2020 | 81.85% |
February 29, 2020 | 70.42% |
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
Apr 2019
83.71%
Maximum
Apr 2020
81.24%
Average
83.71%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Commercial Metals Co | 53.78% |
Mativ Holdings Inc | 73.83% |
Ingevity Corp | 76.22% |
Solitario Resources Corp | 83.21% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.653 |
Beta (5Y) | 1.859 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.17% |
Historical Sharpe Ratio (5Y) | 0.2749 |
Historical Sortino (5Y) | 0.3737 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.93% |