KULR Technology Group Inc (KULR)
0.417
+0.03
(+7.61%)
USD |
NYAM |
Nov 21, 16:00
0.41
-0.01
(-1.68%)
After-Hours: 20:00
KULR Technology Group 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
| Amphenol Corp | 37.53% |
| Novanta Inc | 38.60% |
| Optical Cable Corp | 65.21% |
| Isomet Corp | 99.99% |
| EchoStar Corp | 78.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.80 |
| Beta (5Y) | 0.8557 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 168.6% |
| Historical Sharpe Ratio (5Y) | -0.1942 |
| Historical Sortino (5Y) | -0.7695 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.67% |