KT Corp (KT)
16.34
+0.34
(+2.12%)
USD |
NYSE |
Nov 21, 16:00
16.34
0.00 (0.00%)
Pre-Market: 20:00
KT Max Drawdown (5Y): 60.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.25% |
| September 30, 2024 | 60.25% |
| August 31, 2024 | 60.25% |
| July 31, 2024 | 60.25% |
| June 30, 2024 | 60.25% |
| May 31, 2024 | 60.25% |
| April 30, 2024 | 60.25% |
| March 31, 2024 | 60.25% |
| February 29, 2024 | 60.25% |
| January 31, 2024 | 60.25% |
| December 31, 2023 | 60.25% |
| November 30, 2023 | 60.25% |
| October 31, 2023 | 60.25% |
| September 30, 2023 | 60.25% |
| August 31, 2023 | 60.25% |
| July 31, 2023 | 60.25% |
| June 30, 2023 | 60.25% |
| May 31, 2023 | 60.25% |
| April 30, 2023 | 60.25% |
| March 31, 2023 | 60.25% |
| February 28, 2023 | 60.25% |
| January 31, 2023 | 60.25% |
| December 31, 2022 | 60.25% |
| November 30, 2022 | 60.25% |
| October 31, 2022 | 60.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.25% |
| August 31, 2022 | 60.25% |
| July 31, 2022 | 60.25% |
| June 30, 2022 | 60.25% |
| May 31, 2022 | 60.25% |
| April 30, 2022 | 60.25% |
| March 31, 2022 | 60.25% |
| February 28, 2022 | 60.25% |
| January 31, 2022 | 60.25% |
| December 31, 2021 | 60.25% |
| November 30, 2021 | 60.25% |
| October 31, 2021 | 60.25% |
| September 30, 2021 | 60.25% |
| August 31, 2021 | 60.25% |
| July 31, 2021 | 60.25% |
| June 30, 2021 | 60.25% |
| May 31, 2021 | 60.25% |
| April 30, 2021 | 60.25% |
| March 31, 2021 | 60.25% |
| February 28, 2021 | 60.25% |
| January 31, 2021 | 60.25% |
| December 31, 2020 | 60.25% |
| November 30, 2020 | 60.25% |
| October 31, 2020 | 60.25% |
| September 30, 2020 | 60.25% |
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
38.51%
Minimum
Nov 2019
60.25%
Maximum
Mar 2020
58.87%
Average
60.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SK Telecom Co Ltd | 45.94% |
| GRAVITY Co Ltd | 83.17% |
| NAVER Corp | -- |
| DoubleDown Interactive Co Ltd | -- |
| Hanryu Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6213 |
| Beta (5Y) | 0.9005 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.27% |
| Historical Sharpe Ratio (5Y) | 0.4354 |
| Historical Sortino (5Y) | 0.6162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.32% |