Kontoor Brands Inc (KTB)

87.35 +1.08 (+1.25%) USD  |  NYSE  |  Dec 20, 16:00
87.26 -0.08 (-0.10%) Pre-Market: 20:00
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Kontoor Brands Max Drawdown (5Y): 67.15% 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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Median

Max Drawdown (5Y) Benchmarks

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Funko Inc 89.76%
Reynolds Consumer Products Inc --
Escalade Inc 71.25%
Hasbro Inc 63.83%
Jakks Pacific Inc 96.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.592
Beta (5Y) 1.211
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.30%
Historical Sharpe Ratio (5Y) 0.4525
Historical Sortino (5Y) 0.763
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.64%