Keppel Ltd (KPELF)
4.896
-0.35
(-6.75%)
USD |
OTCM |
May 02, 09:51
Keppel Max Drawdown (5Y): 48.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.97% |
| March 31, 2024 | 48.97% |
| February 29, 2024 | 48.97% |
| January 31, 2024 | 48.97% |
| December 31, 2023 | 48.97% |
| November 30, 2023 | 48.97% |
| October 31, 2023 | 48.97% |
| September 30, 2023 | 48.97% |
| August 31, 2023 | 48.97% |
| July 31, 2023 | 48.97% |
| June 30, 2023 | 48.97% |
| May 31, 2023 | 48.97% |
| April 30, 2023 | 48.97% |
| March 31, 2023 | 48.97% |
| February 28, 2023 | 48.97% |
| January 31, 2023 | 48.97% |
| December 31, 2022 | 48.97% |
| November 30, 2022 | 48.97% |
| October 31, 2022 | 48.97% |
| September 30, 2022 | 48.97% |
| August 31, 2022 | 48.97% |
| July 31, 2022 | 48.97% |
| June 30, 2022 | 48.97% |
| May 31, 2022 | 48.97% |
| April 30, 2022 | 48.97% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.97% |
| February 28, 2022 | 48.97% |
| January 31, 2022 | 48.97% |
| December 31, 2021 | 48.97% |
| November 30, 2021 | 51.20% |
| October 31, 2021 | 51.20% |
| September 30, 2021 | 51.20% |
| August 31, 2021 | 54.19% |
| July 31, 2021 | 54.19% |
| June 30, 2021 | 54.19% |
| May 31, 2021 | 54.19% |
| April 30, 2021 | 54.19% |
| March 31, 2021 | 54.19% |
| February 28, 2021 | 54.25% |
| January 31, 2021 | 54.25% |
| December 31, 2020 | 54.25% |
| November 30, 2020 | 60.84% |
| October 31, 2020 | 61.90% |
| September 30, 2020 | 61.90% |
| August 31, 2020 | 61.90% |
| July 31, 2020 | 61.90% |
| June 30, 2020 | 61.90% |
| May 31, 2020 | 61.90% |
| April 30, 2020 | 61.90% |
| March 31, 2020 | 61.90% |
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
48.97%
Minimum
Dec 2021
61.90%
Maximum
May 2019
53.94%
Average
51.20%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.421 |
| Beta (5Y) | 0.469 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.87% |
| Historical Sharpe Ratio (5Y) | 0.0972 |
| Historical Sortino (5Y) | 0.1295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.44% |