KBR Inc (KBR)
63.12
+0.45
(+0.72%)
USD |
NYSE |
Apr 22, 16:00
63.19
+0.07
(+0.11%)
After-Hours: 20:00
KBR Max Drawdown (5Y): 57.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.97% |
| February 29, 2024 | 57.97% |
| January 31, 2024 | 57.97% |
| December 31, 2023 | 57.97% |
| November 30, 2023 | 57.97% |
| October 31, 2023 | 57.97% |
| September 30, 2023 | 57.97% |
| August 31, 2023 | 57.97% |
| July 31, 2023 | 57.97% |
| June 30, 2023 | 57.97% |
| May 31, 2023 | 57.97% |
| April 30, 2023 | 57.97% |
| March 31, 2023 | 57.97% |
| February 28, 2023 | 57.97% |
| January 31, 2023 | 57.97% |
| December 31, 2022 | 57.97% |
| November 30, 2022 | 57.97% |
| October 31, 2022 | 57.97% |
| September 30, 2022 | 57.97% |
| August 31, 2022 | 57.97% |
| July 31, 2022 | 57.97% |
| June 30, 2022 | 57.97% |
| May 31, 2022 | 57.97% |
| April 30, 2022 | 57.97% |
| March 31, 2022 | 57.97% |
| Date | Value |
|---|---|
| February 28, 2022 | 60.02% |
| January 31, 2022 | 60.02% |
| December 31, 2021 | 60.02% |
| November 30, 2021 | 60.02% |
| October 31, 2021 | 60.02% |
| September 30, 2021 | 60.02% |
| August 31, 2021 | 62.74% |
| July 31, 2021 | 62.74% |
| June 30, 2021 | 62.74% |
| May 31, 2021 | 62.74% |
| April 30, 2021 | 63.81% |
| March 31, 2021 | 65.88% |
| February 28, 2021 | 65.88% |
| January 31, 2021 | 65.88% |
| December 31, 2020 | 65.88% |
| November 30, 2020 | 68.27% |
| October 31, 2020 | 68.27% |
| September 30, 2020 | 68.27% |
| August 31, 2020 | 68.27% |
| July 31, 2020 | 68.27% |
| June 30, 2020 | 68.27% |
| May 31, 2020 | 68.27% |
| April 30, 2020 | 68.27% |
| March 31, 2020 | 68.27% |
| February 29, 2020 | 68.27% |
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
57.97%
Minimum
Mar 2022
68.27%
Maximum
Apr 2019
62.55%
Average
60.02%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| AECOM | 54.12% |
| Tetra Tech Inc | 36.98% |
| ENGlobal Corp | 98.27% |
| Exponent Inc | 42.46% |
| Willdan Group Inc | 78.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.30 |
| Beta (5Y) | 0.9531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.91% |
| Historical Sharpe Ratio (5Y) | 0.766 |
| Historical Sortino (5Y) | 0.9647 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.07% |