KULR Technology Group Inc (KULR)
0.3608
-0.01
(-3.53%)
USD |
NYAM |
Oct 04, 13:30
KULR Technology Group Max Drawdown (5Y): 91.03% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 91.03% |
| August 31, 2023 | 86.39% |
| July 31, 2023 | 86.39% |
| June 30, 2023 | 86.39% |
| May 31, 2023 | 86.39% |
| April 30, 2023 | 85.41% |
| March 31, 2023 | 83.53% |
| February 28, 2023 | 81.28% |
| January 31, 2023 | 81.28% |
| December 31, 2022 | 81.28% |
| November 30, 2022 | 81.28% |
| October 31, 2022 | 81.28% |
| September 30, 2022 | 81.28% |
| August 31, 2022 | 81.28% |
| July 31, 2022 | 81.28% |
| June 30, 2022 | 81.28% |
| May 31, 2022 | 81.28% |
| April 30, 2022 | 81.28% |
| March 31, 2022 | 81.28% |
| February 28, 2022 | 81.28% |
| January 31, 2022 | 81.28% |
| December 31, 2021 | 81.28% |
| November 30, 2021 | 81.28% |
| October 31, 2021 | 81.28% |
| September 30, 2021 | 81.28% |
| Date | Value |
|---|---|
| August 31, 2021 | 81.28% |
| July 31, 2021 | 81.28% |
| June 30, 2021 | 81.28% |
| May 31, 2021 | 81.28% |
| April 30, 2021 | 81.28% |
| March 31, 2021 | 81.28% |
| February 28, 2021 | 81.28% |
| January 31, 2021 | 81.28% |
| December 31, 2020 | 81.28% |
| November 30, 2020 | 81.28% |
| October 31, 2020 | 81.28% |
| September 30, 2020 | 81.28% |
| August 31, 2020 | 81.28% |
| July 31, 2020 | 79.29% |
| June 30, 2020 | 79.29% |
| May 31, 2020 | 79.29% |
| April 30, 2020 | 74.12% |
| March 31, 2020 | 71.76% |
| February 29, 2020 | 71.76% |
| January 31, 2020 | 65.88% |
| December 31, 2019 | 64.71% |
| November 30, 2019 | 62.82% |
| October 31, 2019 | 62.35% |
| September 30, 2019 | 62.35% |
| August 31, 2019 | 61.18% |
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
17.88%
Minimum
Oct 2018
91.03%
Maximum
Sep 2023
74.20%
Average
81.28%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| Amphenol Corp | 37.53% |
| Novanta Inc | 38.60% |
| Optical Cable Corp | 65.21% |
| BK Technologies Corp | 77.48% |
| AgEagle Aerial Systems Inc | 99.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.61 |
| Beta (5Y) | 0.5736 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.99% |
| Historical Sharpe Ratio (5Y) | -0.048 |
| Historical Sortino (5Y) | -0.1059 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.00% |