Kayne Anderson MLP/Midstream (KYN)
6.84
-0.24 (-3.39%)
USD |
Feb 26, 14:44
KYN Max Drawdown (5Y): 90.55% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2021 | 90.55% |
December 31, 2020 | 90.55% |
November 30, 2020 | 90.55% |
October 31, 2020 | 90.55% |
September 30, 2020 | 90.55% |
August 31, 2020 | 90.55% |
July 31, 2020 | 90.55% |
June 30, 2020 | 90.55% |
May 31, 2020 | 90.55% |
April 30, 2020 | 90.55% |
March 31, 2020 | 90.55% |
February 29, 2020 | 69.63% |
January 31, 2020 | 69.63% |
December 31, 2019 | 69.63% |
November 30, 2019 | 69.63% |
October 31, 2019 | 69.63% |
September 30, 2019 | 69.63% |
August 31, 2019 | 69.63% |
July 31, 2019 | 69.63% |
June 30, 2019 | 69.63% |
May 31, 2019 | 69.63% |
April 30, 2019 | 69.63% |
March 31, 2019 | 69.63% |
February 28, 2019 | 69.63% |
January 31, 2019 | 69.63% |
Date | Value |
---|---|
December 31, 2018 | 69.63% |
November 30, 2018 | 69.63% |
October 31, 2018 | 69.63% |
September 30, 2018 | 69.63% |
August 31, 2018 | 69.63% |
July 31, 2018 | 69.63% |
June 30, 2018 | 69.63% |
May 31, 2018 | 69.63% |
April 30, 2018 | 69.63% |
March 31, 2018 | 69.63% |
February 28, 2018 | 69.63% |
January 31, 2018 | 69.63% |
December 31, 2017 | 69.63% |
November 30, 2017 | 69.63% |
October 31, 2017 | 69.63% |
September 30, 2017 | 69.63% |
August 31, 2017 | 69.63% |
July 31, 2017 | 69.63% |
June 30, 2017 | 69.63% |
May 31, 2017 | 69.63% |
April 30, 2017 | 69.63% |
March 31, 2017 | 69.63% |
February 28, 2017 | 69.63% |
January 31, 2017 | 69.63% |
December 31, 2016 | 69.63% |
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
69.63%
Minimum
Feb 2016
90.55%
Maximum
Mar 2020
73.47%
Average
69.63%
Median
Feb 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.61 |
Beta (5Y) | 2.243 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.81% |
Historical Sharpe Ratio (5Y) | 0.1342 |
Historical Sortino (5Y) | 0.1543 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.12% |