Kerry Group PLC (KRYAY)
90.37
-1.54
(-1.67%)
USD |
OTCM |
Nov 21, 16:00
Kerry Group Max Drawdown (5Y): 49.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 49.79% |
September 30, 2024 | 49.79% |
August 31, 2024 | 49.79% |
July 31, 2024 | 49.79% |
June 30, 2024 | 49.79% |
May 31, 2024 | 49.79% |
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% |
Date | Value |
---|---|
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% |
March 31, 2022 | 33.32% |
February 28, 2022 | 28.33% |
January 31, 2022 | 29.66% |
December 31, 2021 | 29.66% |
November 30, 2021 | 30.01% |
October 31, 2021 | 32.11% |
September 30, 2021 | 32.11% |
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% |
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
Feb 2022
49.79%
Maximum
Oct 2023
38.84%
Average
33.75%
Median
Max Drawdown (5Y) Benchmarks
C&C Group PLC | 100.00% |
Greencore Group PLC | 77.60% |
Dole PLC | -- |
Glanbia PLC | 56.08% |
Origin Enterprises PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.01 |
Beta (5Y) | 0.7557 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.59% |
Historical Sharpe Ratio (5Y) | -0.2228 |
Historical Sortino (5Y) | -0.3596 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.83% |