Hawaiian Electric Industries Inc (HE)
10.44
+0.30
(+2.96%)
USD |
NYSE |
May 03, 16:00
10.39
-0.05
(-0.48%)
After-Hours: 20:00
Hawaiian Electric Industries Max Drawdown (5Y): 79.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.41% |
March 31, 2024 | 79.10% |
February 29, 2024 | 79.10% |
January 31, 2024 | 79.10% |
December 31, 2023 | 79.10% |
November 30, 2023 | 79.10% |
October 31, 2023 | 79.10% |
September 30, 2023 | 79.10% |
August 31, 2023 | 79.10% |
July 31, 2023 | 38.04% |
June 30, 2023 | 38.04% |
May 31, 2023 | 38.04% |
April 30, 2023 | 38.04% |
March 31, 2023 | 38.04% |
February 28, 2023 | 38.04% |
January 31, 2023 | 38.04% |
December 31, 2022 | 38.04% |
November 30, 2022 | 38.04% |
October 31, 2022 | 38.04% |
September 30, 2022 | 38.04% |
August 31, 2022 | 38.04% |
July 31, 2022 | 38.04% |
June 30, 2022 | 38.04% |
May 31, 2022 | 38.04% |
April 30, 2022 | 38.04% |
Date | Value |
---|---|
March 31, 2022 | 38.04% |
February 28, 2022 | 38.04% |
January 31, 2022 | 38.04% |
December 31, 2021 | 38.04% |
November 30, 2021 | 38.04% |
October 31, 2021 | 38.04% |
September 30, 2021 | 38.04% |
August 31, 2021 | 38.04% |
July 31, 2021 | 38.04% |
June 30, 2021 | 38.04% |
May 31, 2021 | 38.04% |
April 30, 2021 | 38.04% |
March 31, 2021 | 38.04% |
February 28, 2021 | 38.04% |
January 31, 2021 | 38.04% |
December 31, 2020 | 38.04% |
November 30, 2020 | 38.04% |
October 31, 2020 | 38.04% |
September 30, 2020 | 38.04% |
August 31, 2020 | 35.62% |
July 31, 2020 | 35.62% |
June 30, 2020 | 35.62% |
May 31, 2020 | 35.62% |
April 30, 2020 | 35.62% |
March 31, 2020 | 35.62% |
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
19.48%
Minimum
May 2019
79.41%
Maximum
Apr 2024
40.87%
Average
38.04%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Montauk Renewables Inc | -- |
Avista Corp | 37.17% |
Duke Energy Corp | 37.37% |
MGE Energy Inc | 33.91% |
Verde Clean Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.61 |
Beta (5Y) | 0.5553 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.09% |
Historical Sharpe Ratio (5Y) | -0.6412 |
Historical Sortino (5Y) | -0.6071 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.46% |