World Kinect Corp (WKC)
25.50
+0.38
(+1.49%)
USD |
NYSE |
May 17, 16:00
25.50
0.00 (0.00%)
After-Hours: 20:00
World Kinect Max Drawdown (5Y): 60.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.74% |
March 31, 2024 | 60.74% |
February 29, 2024 | 60.74% |
January 31, 2024 | 60.74% |
December 31, 2023 | 60.74% |
November 30, 2023 | 60.74% |
October 31, 2023 | 62.52% |
September 30, 2023 | 64.98% |
August 31, 2023 | 64.98% |
July 31, 2023 | 64.98% |
June 30, 2023 | 64.98% |
May 31, 2023 | 64.98% |
April 30, 2023 | 64.98% |
March 31, 2023 | 64.98% |
February 28, 2023 | 64.98% |
January 31, 2023 | 64.98% |
December 31, 2022 | 64.98% |
November 30, 2022 | 64.98% |
October 31, 2022 | 64.98% |
September 30, 2022 | 64.98% |
August 31, 2022 | 64.98% |
July 31, 2022 | 64.98% |
June 30, 2022 | 64.98% |
May 31, 2022 | 64.98% |
April 30, 2022 | 64.98% |
Date | Value |
---|---|
March 31, 2022 | 64.98% |
February 28, 2022 | 64.98% |
January 31, 2022 | 64.98% |
December 31, 2021 | 64.98% |
November 30, 2021 | 64.98% |
October 31, 2021 | 64.98% |
September 30, 2021 | 64.98% |
August 31, 2021 | 64.98% |
July 31, 2021 | 64.98% |
June 30, 2021 | 64.98% |
May 31, 2021 | 64.98% |
April 30, 2021 | 64.98% |
March 31, 2021 | 64.98% |
February 28, 2021 | 64.98% |
January 31, 2021 | 64.98% |
December 31, 2020 | 64.98% |
November 30, 2020 | 64.98% |
October 31, 2020 | 64.98% |
September 30, 2020 | 64.98% |
August 31, 2020 | 64.98% |
July 31, 2020 | 64.98% |
June 30, 2020 | 64.98% |
May 31, 2020 | 64.98% |
April 30, 2020 | 64.98% |
March 31, 2020 | 64.98% |
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
60.74%
Minimum
Nov 2023
64.98%
Maximum
May 2019
64.52%
Average
64.98%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Sunoco LP | 62.95% |
Global Partners LP | 70.23% |
Ovintiv Inc | 96.82% |
SM Energy Co | 98.05% |
Hallador Energy Co | 93.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.81 |
Beta (5Y) | 1.272 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.10% |
Historical Sharpe Ratio (5Y) | -0.148 |
Historical Sortino (5Y) | -0.2215 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.82% |