Kontoor Brands Inc (KTB)
87.85
+0.29
(+0.33%)
USD |
NYSE |
Nov 21, 16:00
89.49
+1.64
(+1.87%)
Pre-Market: 05:34
Kontoor Brands Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Funko Inc | -- |
| Reynolds Consumer Products Inc | -- |
| Escalade Inc | 71.25% |
| Hasbro Inc | 63.83% |
| Jakks Pacific Inc | 96.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.195 |
| Beta (5Y) | 1.198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.19% |
| Historical Sharpe Ratio (5Y) | 0.3915 |
| Historical Sortino (5Y) | 0.661 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.64% |