Keppel Ltd. (KPELF)
8.205
0.00 (0.00%)
USD |
OTCM |
Jun 09, 16:00
Keppel Max Drawdown (5Y) : 37.49% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 37.49% |
| April 30, 2026 | 37.49% |
| March 31, 2026 | 37.49% |
| February 28, 2026 | 37.49% |
| January 31, 2026 | 38.33% |
| December 31, 2025 | 38.33% |
| November 30, 2025 | 38.33% |
| October 31, 2025 | 47.83% |
| September 30, 2025 | 47.83% |
| August 31, 2025 | 48.01% |
| July 31, 2025 | 48.01% |
| June 30, 2025 | 48.01% |
| May 31, 2025 | 48.01% |
| April 30, 2025 | 48.01% |
| March 31, 2025 | 48.01% |
| February 28, 2025 | 48.01% |
| January 31, 2025 | 48.01% |
| December 31, 2024 | 48.01% |
| November 30, 2024 | 48.01% |
| October 31, 2024 | 48.01% |
| September 30, 2024 | 48.01% |
| August 31, 2024 | 48.01% |
| July 31, 2024 | 48.01% |
| June 30, 2024 | 48.01% |
| May 31, 2024 | 48.01% |
| Date | Value |
|---|---|
| April 30, 2024 | 48.01% |
| March 31, 2024 | 48.01% |
| February 29, 2024 | 48.01% |
| January 31, 2024 | 48.01% |
| December 31, 2023 | 48.01% |
| November 30, 2023 | 48.01% |
| October 31, 2023 | 48.01% |
| September 30, 2023 | 48.01% |
| August 31, 2023 | 48.01% |
| July 31, 2023 | 48.01% |
| June 30, 2023 | 48.01% |
| May 31, 2023 | 48.01% |
| April 30, 2023 | 48.01% |
| March 31, 2023 | 48.01% |
| February 28, 2023 | 48.01% |
| January 31, 2023 | 48.01% |
| December 31, 2022 | 48.01% |
| November 30, 2022 | 48.01% |
| October 31, 2022 | 48.01% |
| September 30, 2022 | 48.01% |
| August 31, 2022 | 48.01% |
| July 31, 2022 | 48.01% |
| June 30, 2022 | 48.01% |
| May 31, 2022 | 48.01% |
| April 30, 2022 | 48.01% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Hitachi Ltd. | 35.47% |
| Metlen Energy & Metals SA | 23.93% |
| Hikari Tsushin, Inc. | 54.87% |
| Jardine Cycle & Carriage Ltd. | 51.74% |
| MYR Group, Inc. | 50.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.95 |
| Beta (5Y) | -0.0083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.40% |
| Historical Sharpe Ratio (5Y) | 0.6288 |
| Historical Sortino (5Y) | 1.050 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.86% |