- ISIN
- US22532R1014
- CUSIP
- 22532R101
- IPO Date
- Dec 4, 2003
Highlights
- Year Range
- $25.50 - $26.96
Share Price Chart
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Performance
KTN Performance Chart
Credit-Enhanced Corts Trust Aon (KTN) is up 2.9% since the beginning of the year. At $26 per share, KTN is trading just below its 52-week high of $27. Investors who bought $1,000 worth of KTN shares 5 years ago would now be looking at an investment worth $801.
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Returns By Period
Credit-Enhanced Corts Trust Aon (KTN) has returned 2.90% so far this year and -2.30% over the past 12 months. Over the last ten years, KTN has returned -2.18% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Credit-Enhanced Corts Trust Aon
- 1D
- 0.00%
- 1M
- 0.39%
- YTD
- 2.90%
- 6M
- -0.83%
- 1Y
- -2.30%
- 3Y*
- -1.42%
- 5Y*
- -4.33%
- 10Y*
- -2.18%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
KTN Monthly Returns History
Based on dividend-adjusted daily data since Dec 4, 2003, KTN's average daily return is +0.01%, while the average monthly return is +0.05%. At this rate, an investment would double in approximately 115.6 years.
Historically, 54% of months were positive and 46% were negative. The best month was Dec 2008 with a return of +17.0%, while the worst month was Sep 2008 at -20.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, KTN closed higher 43% of trading days. The best single day was Oct 14, 2008 with a return of +28.2%, while the worst single day was Oct 6, 2008 at -14.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.55% | 0.31% | 1.44% | -0.38% | 0.19% | 0.77% | 2.90% | ||||||
| 2025 | 1.62% | -2.92% | 1.65% | 1.25% | -0.17% | -1.97% | -0.65% | 0.31% | 0.18% | 1.85% | 0.49% | -4.64% | -3.17% |
| 2024 | -1.23% | 1.06% | 0.11% | 0.98% | 1.57% | -3.05% | -0.90% | 0.89% | 1.72% | 1.45% | -0.55% | -3.07% | -1.17% |
| 2023 | 4.49% | -1.94% | 0.40% | 3.04% | -3.67% | -1.51% | -0.78% | -0.04% | 0.00% | -1.83% | 3.34% | -1.91% | -0.75% |
| 2022 | -1.61% | -1.48% | -2.33% | 2.62% | -5.14% | -5.32% | 0.65% | 1.73% | -2.51% | -0.06% | 0.64% | -3.07% | -15.08% |
| 2021 | -1.38% | -0.06% | -1.15% | 0.70% | 3.84% | -4.34% | -0.76% | 0.51% | 1.85% | -1.17% | -0.81% | -1.88% | -4.79% |
Benchmark Metrics
Credit-Enhanced Corts Trust Aon has an annualized alpha of 0.73%, beta of 0.08, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 04, 2003.
- This stock participated in 46.03% of S&P 500 Index downside but only 22.04% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.08 may look defensive, but with R2 of 0.01 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
- R2 of 0.01 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.73%
- Beta
- 0.08
- R²
- 0.01
- Upside Capture
- 22.04%
- Downside Capture
- 46.03%
Return for Risk
Risk / Return Rank
KTN ranks 27 for risk / return — below 27% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Credit-Enhanced Corts Trust Aon (KTN) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KTN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.37 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.78 | -3.22 |
| Martin ratioReturn relative to average drawdown | -0.72 | 12.44 | -13.16 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Credit-Enhanced Corts Trust Aon. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Credit-Enhanced Corts Trust Aon was 53.25%, occurring on Oct 13, 2008. Recovery took 504 trading sessions.
The current Credit-Enhanced Corts Trust Aon drawdown is 24.34%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.25%Oct 2008 | 1y 9mo | 2y | 3y 9moDec 2006 - Oct 2010 |
2025 bear market2025 | -26.48%Dec 2025 | 9y 5mo | — | 9y 11moJul 2016 - now |
2004 correction2004 | -13.19%May 2004 | 3mo 4d | 2y 6mo | 2y 9moFeb 2004 - Dec 2006 |
2011 correction2011 | -12.89%Jan 2011 | 1mo 3d | 1y 6mo | 1y 7moDec 2010 - Aug 2012 |
2015 correction2015 | -11.02%May 2015 | 1mo 1d | 1y 1mo | 1y 2moApr 2015 - Jul 2016 |
Drawdown Indicators
| KTN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.25% | -56.78% | +3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.34% | -9.10% | +3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -8.57% | -18.90% | +10.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -25.43% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -26.48% | -33.92% | +7.44% |
Current DrawdownCurrent decline from peak | -24.34% | -1.80% | -22.54% |
Average DrawdownAverage peak-to-trough decline | -10.97% | -10.71% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.03% | +1.18% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of Credit-Enhanced Corts Trust Aon over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Credit-Enhanced Corts Trust Aon is priced in the market compared to other companies in the undefined industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
Income Statement
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Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
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Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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