MLKN MillerKnoll ...

Fundamental Data

Get detailed Fundamental insights of MillerKnoll Inc. and compare it to the S&P500.
YTD Return
MLKN +2.81%
vs.
SPY +18.46%
1-Year Return
MLKN +50.88%
vs.
SPY +27.00%
3-Year Return
MLKN -7.45%
vs.
SPY +5.68%

Worst 10 Drawdowns of MLKN

Started Recovered Drawdown Days
Jun 8, 2021 Sep 17, 2024 -73.31% 1198
Dec 19, 2019 May 28, 2021 -69.54% 527
Oct 29, 2015 Jul 25, 2016 -29.89% 271
Jan 26, 2018 Jun 26, 2019 -29.78% 517
Sep 8, 2016 Sep 29, 2017 -24.85% 387
Feb 19, 2015 Oct 19, 2015 -17.59% 243
Jul 31, 2019 Sep 20, 2019 -11.30% 52
Oct 3, 2017 Dec 20, 2017 -10.82% 79
Sep 26, 2019 Oct 18, 2019 -5.61% 23
Nov 19, 2019 Dec 17, 2019 -5.46% 29

MLKN vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

MLKN
S&P500
Metric MLKN S&P500
Cumulative Return -6.35% +174.09%
Compound Annual Growth Rate (CAGR) -0.47% +7.44%
Sharpe 0.19 0.67
Sortino 0.28 0.94
Max Drawdown -73.31% -34.1%
Longest Drawdown Days 1198 745
Volatility (ann.) 42.26% 17.83%
Correlation 47.68% -
R^2 0.23 -
Calmar -0.01 0.22
Skew 0.97 -0.55
Kurtosis 21.07 12.49
Expected Daily +0% +0.04%
Expected Monthly -0.06% +0.87%
Expected Yearly -0.65% +10.61%
Kelly Criterion -1.38% 5.85%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.35% -1.80%
Expected Shortfall (cVaR) -4.35% -1.80%
Max Consecutive Wins 8 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.04 0.14
Gain/Pain (1M) 0.17 0.78
Payoff Ratio 0.94 0.94
Profit Factor 1.04 1.14
Outlier Win Ratio 2.82 6.55
Outlier Loss Ratio 2.94 6.67
MTD -6.86% -0.11%
3M +9.33% +3.74%
6M -9.89% +10.44%
Best Day +33.45% +9.06%
Worst Day -18.90% -10.94%
Best Month +35.77% +12.70%
Worst Month -43.64% -13.00%
Best Year +37.69% +28.79%
Worst Year -46.39% -19.48%
Avg. Drawdown -8.90% -1.83%
Avg. Drawdown Days 96 22
Recovery Factor 1.08 3.41
Ulcer Index 0.32 0.08
Avg. Up Month +8.95% +4.14%
Avg. Down Month -10.02% -4.33%
Win Days 50.96% 54.39%
Win Month 52.14% 66.67%
Win Quarter 53.85% 76.92%
Win Year 60.00% 70.00%