Keywords Studios PLC (KYYWF)
14.85
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Keywords Studios Max Drawdown (5Y): 67.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.06% |
| March 31, 2024 | 64.72% |
| February 29, 2024 | 62.91% |
| January 31, 2024 | 62.91% |
| December 31, 2023 | 62.91% |
| November 30, 2023 | 62.91% |
| October 31, 2023 | 62.91% |
| September 30, 2023 | 60.32% |
| August 31, 2023 | 55.25% |
| July 31, 2023 | 50.37% |
| June 30, 2023 | 49.09% |
| May 31, 2023 | 48.17% |
| April 30, 2023 | 48.17% |
| March 31, 2023 | 48.17% |
| February 28, 2023 | 48.17% |
| January 31, 2023 | 48.17% |
| December 31, 2022 | 48.17% |
| November 30, 2022 | 48.17% |
| October 31, 2022 | 48.17% |
| September 30, 2022 | 48.17% |
| August 31, 2022 | 48.17% |
| July 31, 2022 | 48.17% |
| June 30, 2022 | 48.17% |
| May 31, 2022 | 48.17% |
| April 30, 2022 | 48.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.17% |
| February 28, 2022 | 48.17% |
| January 31, 2022 | 48.17% |
| December 31, 2021 | 48.17% |
| November 30, 2021 | 48.17% |
| October 31, 2021 | 48.17% |
| September 30, 2021 | 48.17% |
| August 31, 2021 | 48.17% |
| July 31, 2021 | 48.17% |
| June 30, 2021 | 48.17% |
| May 31, 2021 | 48.17% |
| April 30, 2021 | 48.17% |
| March 31, 2021 | 48.17% |
| February 28, 2021 | 48.17% |
| January 31, 2021 | 48.17% |
| December 31, 2020 | 48.17% |
| November 30, 2020 | 48.17% |
| October 31, 2020 | 48.17% |
| September 30, 2020 | 48.17% |
| August 31, 2020 | 48.17% |
| July 31, 2020 | 48.17% |
| June 30, 2020 | 48.17% |
| May 31, 2020 | 48.17% |
| April 30, 2020 | 48.17% |
| March 31, 2020 | 48.17% |
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
48.17%
Minimum
May 2019
67.06%
Maximum
Apr 2024
50.36%
Average
48.17%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Cimpress PLC | 88.74% |
| Brera Holdings PLC | -- |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
| Loop Media Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.37 |
| Beta (5Y) | 0.8781 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.14% |
| Historical Sharpe Ratio (5Y) | -0.0337 |
| Historical Sortino (5Y) | -0.0676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.27% |