Kerry Group PLC (KRYAF)
89.48
0.00 (0.00%)
USD |
OTCM |
Nov 20, 16:00
Kerry Group Max Drawdown (5Y): 49.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.11% |
| September 30, 2024 | 49.11% |
| August 31, 2024 | 49.11% |
| July 31, 2024 | 49.11% |
| June 30, 2024 | 49.11% |
| May 31, 2024 | 49.11% |
| April 30, 2024 | 49.11% |
| March 31, 2024 | 49.11% |
| February 29, 2024 | 49.11% |
| January 31, 2024 | 49.11% |
| December 31, 2023 | 49.11% |
| November 30, 2023 | 49.11% |
| October 31, 2023 | 47.77% |
| September 30, 2023 | 43.36% |
| August 31, 2023 | 43.36% |
| July 31, 2023 | 43.36% |
| June 30, 2023 | 43.36% |
| May 31, 2023 | 43.36% |
| April 30, 2023 | 43.36% |
| March 31, 2023 | 43.36% |
| February 28, 2023 | 43.36% |
| January 31, 2023 | 43.36% |
| December 31, 2022 | 43.36% |
| November 30, 2022 | 43.36% |
| October 31, 2022 | 43.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.24% |
| August 31, 2022 | 38.75% |
| July 31, 2022 | 38.75% |
| June 30, 2022 | 38.75% |
| May 31, 2022 | 33.72% |
| April 30, 2022 | 33.50% |
| March 31, 2022 | 33.50% |
| February 28, 2022 | 30.85% |
| January 31, 2022 | 30.85% |
| December 31, 2021 | 30.85% |
| November 30, 2021 | 30.85% |
| October 31, 2021 | 30.85% |
| September 30, 2021 | 30.85% |
| August 31, 2021 | 30.85% |
| July 31, 2021 | 30.85% |
| June 30, 2021 | 30.85% |
| May 31, 2021 | 30.85% |
| April 30, 2021 | 30.85% |
| March 31, 2021 | 30.85% |
| February 28, 2021 | 30.85% |
| January 31, 2021 | 30.85% |
| December 31, 2020 | 30.85% |
| November 30, 2020 | 30.85% |
| October 31, 2020 | 30.85% |
| September 30, 2020 | 30.85% |
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
26.48%
Minimum
Nov 2019
49.11%
Maximum
Nov 2023
37.66%
Average
33.61%
Median
Max Drawdown (5Y) Benchmarks
| C&C Group PLC | 100.00% |
| Greencore Group PLC | 77.60% |
| Dole PLC | -- |
| Origin Enterprises PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.64 |
| Beta (5Y) | 0.8558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.15% |
| Historical Sharpe Ratio (5Y) | -0.1903 |
| Historical Sortino (5Y) | -0.2812 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.58% |