Keppel Ltd (KPELY)
9.93
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Keppel Max Drawdown (5Y): 51.84% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 51.84% |
April 30, 2024 | 51.84% |
March 31, 2024 | 51.84% |
February 29, 2024 | 51.84% |
January 31, 2024 | 51.84% |
December 31, 2023 | 51.84% |
November 30, 2023 | 51.84% |
October 31, 2023 | 51.84% |
September 30, 2023 | 51.84% |
August 31, 2023 | 51.84% |
July 31, 2023 | 51.84% |
June 30, 2023 | 51.84% |
May 31, 2023 | 51.84% |
April 30, 2023 | 51.84% |
March 31, 2023 | 51.84% |
February 28, 2023 | 51.84% |
January 31, 2023 | 51.84% |
December 31, 2022 | 51.84% |
November 30, 2022 | 51.84% |
October 31, 2022 | 51.84% |
September 30, 2022 | 51.84% |
August 31, 2022 | 51.84% |
July 31, 2022 | 51.84% |
June 30, 2022 | 51.84% |
May 31, 2022 | 51.84% |
Date | Value |
---|---|
April 30, 2022 | 51.84% |
March 31, 2022 | 51.84% |
February 28, 2022 | 51.84% |
January 31, 2022 | 51.84% |
December 31, 2021 | 51.84% |
November 30, 2021 | 51.84% |
October 31, 2021 | 51.84% |
September 30, 2021 | 51.84% |
August 31, 2021 | 54.43% |
July 31, 2021 | 54.43% |
June 30, 2021 | 54.43% |
May 31, 2021 | 54.43% |
April 30, 2021 | 54.43% |
March 31, 2021 | 54.43% |
February 28, 2021 | 55.71% |
January 31, 2021 | 55.71% |
December 31, 2020 | 55.71% |
November 30, 2020 | 60.78% |
October 31, 2020 | 61.24% |
September 30, 2020 | 61.24% |
August 31, 2020 | 61.24% |
July 31, 2020 | 61.24% |
June 30, 2020 | 61.24% |
May 31, 2020 | 61.24% |
April 30, 2020 | 61.24% |
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
51.84%
Minimum
Sep 2021
61.24%
Maximum
Jun 2019
55.10%
Average
51.84%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.736 |
Beta (5Y) | 0.6895 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.02% |
Historical Sharpe Ratio (5Y) | 0.4199 |
Historical Sortino (5Y) | 0.6272 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.50% |