Kraken Robotics Inc (KRKNF)
0.74
-0.01
(-1.33%)
USD |
OTCM |
May 31, 16:00
Kraken Robotics Max Drawdown (5Y): 72.77% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 72.77% |
April 30, 2024 | 72.77% |
March 31, 2024 | 72.77% |
February 29, 2024 | 72.77% |
January 31, 2024 | 72.77% |
December 31, 2023 | 72.77% |
November 30, 2023 | 72.77% |
October 31, 2023 | 72.77% |
September 30, 2023 | 72.77% |
August 31, 2023 | 72.77% |
July 31, 2023 | 72.77% |
June 30, 2023 | 72.77% |
May 31, 2023 | 72.77% |
April 30, 2023 | 72.77% |
March 31, 2023 | 72.77% |
February 28, 2023 | 72.77% |
January 31, 2023 | 72.77% |
December 31, 2022 | 72.77% |
November 30, 2022 | 72.77% |
October 31, 2022 | 72.77% |
September 30, 2022 | 72.77% |
August 31, 2022 | 72.77% |
July 31, 2022 | 72.77% |
June 30, 2022 | 70.86% |
May 31, 2022 | 70.26% |
Date | Value |
---|---|
April 30, 2022 | 70.26% |
March 31, 2022 | 70.26% |
February 28, 2022 | 70.26% |
January 31, 2022 | 70.26% |
December 31, 2021 | 70.26% |
November 30, 2021 | 70.26% |
October 31, 2021 | 70.26% |
September 30, 2021 | 70.26% |
August 31, 2021 | 70.26% |
July 31, 2021 | 70.26% |
June 30, 2021 | 70.26% |
May 31, 2021 | 70.26% |
April 30, 2021 | 70.26% |
March 31, 2021 | 70.26% |
February 28, 2021 | 70.26% |
January 31, 2021 | 70.26% |
December 31, 2020 | 70.26% |
November 30, 2020 | 70.26% |
October 31, 2020 | 70.26% |
September 30, 2020 | 70.26% |
August 31, 2020 | 70.26% |
July 31, 2020 | 70.26% |
June 30, 2020 | 70.26% |
May 31, 2020 | 70.26% |
April 30, 2020 | 70.26% |
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
63.80%
Minimum
Jun 2019
72.77%
Maximum
Jul 2022
70.26%
Average
70.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Canadian Solar Inc | 77.54% |
P2 Solar Inc | 99.75% |
Siyata Mobile Inc | 100.00% |
Frequency Electronics Inc | 62.46% |
Know Labs Inc | 94.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.328 |
Beta (5Y) | 1.004 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.68% |
Historical Sharpe Ratio (5Y) | 0.1514 |
Historical Sortino (5Y) | 0.2963 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.30% |