K+S AG (KPLUY)
5.83
-0.05
(-0.85%)
USD |
OTCM |
Nov 22, 16:00
K+S Max Drawdown (5Y): 86.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.29% |
| September 30, 2024 | 86.29% |
| August 31, 2024 | 86.29% |
| July 31, 2024 | 86.29% |
| June 30, 2024 | 86.29% |
| May 31, 2024 | 86.29% |
| April 30, 2024 | 86.29% |
| March 31, 2024 | 86.29% |
| February 29, 2024 | 86.29% |
| January 31, 2024 | 86.29% |
| December 31, 2023 | 86.29% |
| November 30, 2023 | 86.29% |
| October 31, 2023 | 86.29% |
| September 30, 2023 | 86.29% |
| August 31, 2023 | 86.29% |
| July 31, 2023 | 86.29% |
| June 30, 2023 | 86.29% |
| May 31, 2023 | 86.29% |
| April 30, 2023 | 86.29% |
| March 31, 2023 | 86.29% |
| February 28, 2023 | 86.29% |
| January 31, 2023 | 86.29% |
| December 31, 2022 | 86.29% |
| November 30, 2022 | 86.29% |
| October 31, 2022 | 86.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.29% |
| August 31, 2022 | 86.29% |
| July 31, 2022 | 86.29% |
| June 30, 2022 | 86.29% |
| May 31, 2022 | 86.29% |
| April 30, 2022 | 86.29% |
| March 31, 2022 | 86.29% |
| February 28, 2022 | 86.29% |
| January 31, 2022 | 86.29% |
| December 31, 2021 | 86.29% |
| November 30, 2021 | 86.29% |
| October 31, 2021 | 86.29% |
| September 30, 2021 | 86.29% |
| August 31, 2021 | 86.29% |
| July 31, 2021 | 86.29% |
| June 30, 2021 | 86.29% |
| May 31, 2021 | 86.29% |
| April 30, 2021 | 86.29% |
| March 31, 2021 | 86.29% |
| February 28, 2021 | 86.29% |
| January 31, 2021 | 86.29% |
| December 31, 2020 | 86.29% |
| November 30, 2020 | 86.29% |
| October 31, 2020 | 86.29% |
| September 30, 2020 | 86.29% |
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
72.21%
Minimum
Nov 2019
86.29%
Maximum
Apr 2020
85.54%
Average
86.29%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Basf SE | 61.76% |
| Heidelberg Materials AG | 71.27% |
| Symrise AG | 37.09% |
| SGL Carbon SE | 85.71% |
| KWS SAAT SE & Co KGaA | 38.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.26 |
| Beta (5Y) | 0.8765 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.49% |
| Historical Sharpe Ratio (5Y) | -0.083 |
| Historical Sortino (5Y) | -0.1566 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.56% |