Kohl's Corp (KSS)
17.03
+0.63
(+3.84%)
USD |
NYSE |
Nov 22, 16:00
17.05
+0.02
(+0.12%)
Pre-Market: 20:00
Kohl's Max Drawdown (5Y): 84.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.47% |
| September 30, 2024 | 84.47% |
| August 31, 2024 | 84.47% |
| July 31, 2024 | 84.47% |
| June 30, 2024 | 84.47% |
| May 31, 2024 | 84.47% |
| April 30, 2024 | 84.47% |
| March 31, 2024 | 84.47% |
| February 29, 2024 | 84.47% |
| January 31, 2024 | 84.47% |
| December 31, 2023 | 84.47% |
| November 30, 2023 | 84.47% |
| October 31, 2023 | 84.47% |
| September 30, 2023 | 84.47% |
| August 31, 2023 | 84.47% |
| July 31, 2023 | 84.47% |
| June 30, 2023 | 84.47% |
| May 31, 2023 | 84.47% |
| April 30, 2023 | 84.47% |
| March 31, 2023 | 84.47% |
| February 28, 2023 | 84.47% |
| January 31, 2023 | 84.47% |
| December 31, 2022 | 84.47% |
| November 30, 2022 | 84.47% |
| October 31, 2022 | 84.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.47% |
| August 31, 2022 | 84.47% |
| July 31, 2022 | 84.47% |
| June 30, 2022 | 84.47% |
| May 31, 2022 | 84.47% |
| April 30, 2022 | 84.47% |
| March 31, 2022 | 84.47% |
| February 28, 2022 | 84.47% |
| January 31, 2022 | 84.47% |
| December 31, 2021 | 84.47% |
| November 30, 2021 | 84.47% |
| October 31, 2021 | 84.47% |
| September 30, 2021 | 84.47% |
| August 31, 2021 | 84.47% |
| July 31, 2021 | 84.47% |
| June 30, 2021 | 84.47% |
| May 31, 2021 | 84.47% |
| April 30, 2021 | 84.47% |
| March 31, 2021 | 84.47% |
| February 28, 2021 | 84.47% |
| January 31, 2021 | 84.47% |
| December 31, 2020 | 84.47% |
| November 30, 2020 | 84.47% |
| October 31, 2020 | 84.47% |
| September 30, 2020 | 84.47% |
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
54.70%
Minimum
Nov 2019
84.47%
Maximum
Apr 2020
82.45%
Average
84.47%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Nordstrom Inc | 81.38% |
| Abercrombie & Fitch Co | 72.39% |
| Foot Locker Inc | 74.79% |
| Macy's Inc | 91.86% |
| Dillard's Inc | 82.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.32 |
| Beta (5Y) | 1.952 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.86% |
| Historical Sharpe Ratio (5Y) | -0.2564 |
| Historical Sortino (5Y) | -0.409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.73% |