Kerry Group PLC (KRYAY)
86.42
-1.70
(-1.93%)
USD |
OTCM |
May 03, 16:00
Kerry Group Max Drawdown (5Y): 49.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.79% |
| March 31, 2024 | 49.79% |
| February 29, 2024 | 49.79% |
| January 31, 2024 | 49.79% |
| December 31, 2023 | 49.79% |
| November 30, 2023 | 49.79% |
| October 31, 2023 | 49.79% |
| September 30, 2023 | 46.01% |
| August 31, 2023 | 44.66% |
| July 31, 2023 | 44.66% |
| June 30, 2023 | 44.66% |
| May 31, 2023 | 44.66% |
| April 30, 2023 | 44.66% |
| March 31, 2023 | 44.66% |
| February 28, 2023 | 44.66% |
| January 31, 2023 | 44.66% |
| December 31, 2022 | 44.66% |
| November 30, 2022 | 44.66% |
| October 31, 2022 | 43.88% |
| September 30, 2022 | 42.01% |
| August 31, 2022 | 38.44% |
| July 31, 2022 | 38.44% |
| June 30, 2022 | 38.44% |
| May 31, 2022 | 34.18% |
| April 30, 2022 | 33.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 33.32% |
| February 28, 2022 | 28.33% |
| January 31, 2022 | 28.33% |
| December 31, 2021 | 28.33% |
| November 30, 2021 | 29.66% |
| October 31, 2021 | 29.66% |
| September 30, 2021 | 29.97% |
| August 31, 2021 | 32.11% |
| July 31, 2021 | 32.11% |
| June 30, 2021 | 32.11% |
| May 31, 2021 | 32.11% |
| April 30, 2021 | 32.11% |
| March 31, 2021 | 32.11% |
| February 28, 2021 | 32.11% |
| January 31, 2021 | 32.11% |
| December 31, 2020 | 32.11% |
| November 30, 2020 | 32.11% |
| October 31, 2020 | 32.11% |
| September 30, 2020 | 32.11% |
| August 31, 2020 | 32.11% |
| July 31, 2020 | 32.11% |
| June 30, 2020 | 32.11% |
| May 31, 2020 | 32.11% |
| April 30, 2020 | 32.11% |
| March 31, 2020 | 32.11% |
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
28.33%
Minimum
Dec 2021
49.79%
Maximum
Oct 2023
36.94%
Average
32.11%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Greencore Group PLC | 77.60% |
| Dole PLC | -- |
| Glanbia PLC | 56.08% |
| Origin Enterprises PLC | -- |
| C&C Group PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.38 |
| Beta (5Y) | 0.7115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.61% |
| Historical Sharpe Ratio (5Y) | -0.2853 |
| Historical Sortino (5Y) | -0.4391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.83% |