Kerry Group PLC (KRYAF)

94.27 0.00 (0.00%) USD  |  OTCM  |  Dec 23, 16:00
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Kerry Group Max Drawdown (5Y): 49.11% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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C&C Group PLC 100.00%
Greencore Group PLC 77.81%
Dole PLC --
Glanbia PLC 56.08%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.72
Beta (5Y) 0.8080
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.34%
Historical Sharpe Ratio (5Y) -0.3257
Historical Sortino (5Y) -0.4812
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.84%