Kinaxis Inc (KXS.TO)
171.27
+0.02
(+0.01%)
CAD |
TSX |
Nov 07, 10:04
Kinaxis Max Drawdown (5Y): 47.61% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 47.61% |
| August 31, 2024 | 47.61% |
| July 31, 2024 | 47.61% |
| June 30, 2024 | 47.61% |
| May 31, 2024 | 47.61% |
| April 30, 2024 | 47.61% |
| March 31, 2024 | 47.61% |
| February 29, 2024 | 47.61% |
| January 31, 2024 | 47.61% |
| December 31, 2023 | 47.61% |
| November 30, 2023 | 47.61% |
| October 31, 2023 | 47.61% |
| September 30, 2023 | 47.61% |
| August 31, 2023 | 47.61% |
| July 31, 2023 | 47.61% |
| June 30, 2023 | 47.61% |
| May 31, 2023 | 47.61% |
| April 30, 2023 | 47.61% |
| March 31, 2023 | 47.61% |
| February 28, 2023 | 47.61% |
| January 31, 2023 | 47.61% |
| December 31, 2022 | 47.61% |
| November 30, 2022 | 47.61% |
| October 31, 2022 | 47.61% |
| September 30, 2022 | 47.61% |
| Date | Value |
|---|---|
| August 31, 2022 | 47.61% |
| July 31, 2022 | 47.61% |
| June 30, 2022 | 47.61% |
| May 31, 2022 | 43.60% |
| April 30, 2022 | 40.96% |
| March 31, 2022 | 40.96% |
| February 28, 2022 | 40.96% |
| January 31, 2022 | 40.96% |
| December 31, 2021 | 40.96% |
| November 30, 2021 | 40.96% |
| October 31, 2021 | 40.96% |
| September 30, 2021 | 40.96% |
| August 31, 2021 | 40.96% |
| July 31, 2021 | 40.96% |
| June 30, 2021 | 40.96% |
| May 31, 2021 | 40.96% |
| April 30, 2021 | 40.96% |
| March 31, 2021 | 40.96% |
| February 28, 2021 | 38.85% |
| January 31, 2021 | 38.85% |
| December 31, 2020 | 38.85% |
| November 30, 2020 | 38.85% |
| October 31, 2020 | 38.85% |
| September 30, 2020 | 38.85% |
| August 31, 2020 | 38.85% |
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
38.85%
Minimum
Nov 2019
47.61%
Maximum
Jun 2022
43.59%
Average
40.96%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Constellation Software Inc | 24.23% |
| Docebo Inc | -- |
| Computer Modelling Group Ltd | 69.02% |
| Shopify Inc | 83.47% |
| TELUS International (Cda) Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.162 |
| Beta (5Y) | 0.7676 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.43% |
| Historical Sharpe Ratio (5Y) | 0.2925 |
| Historical Sortino (5Y) | 0.5672 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |