Heico Corp (HEI)
211.36
+1.32
(+0.63%)
USD |
NYSE |
May 03, 16:00
211.35
-0.01
(-0.00%)
After-Hours: 20:00
Heico Max Drawdown (5Y): 57.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.72% |
March 31, 2024 | 57.72% |
February 29, 2024 | 57.72% |
January 31, 2024 | 57.72% |
December 31, 2023 | 57.72% |
November 30, 2023 | 57.72% |
October 31, 2023 | 57.72% |
September 30, 2023 | 57.72% |
August 31, 2023 | 57.72% |
July 31, 2023 | 57.72% |
June 30, 2023 | 57.72% |
May 31, 2023 | 57.72% |
April 30, 2023 | 57.72% |
March 31, 2023 | 57.72% |
February 28, 2023 | 57.72% |
January 31, 2023 | 57.72% |
December 31, 2022 | 57.72% |
November 30, 2022 | 57.72% |
October 31, 2022 | 57.72% |
September 30, 2022 | 57.72% |
August 31, 2022 | 57.72% |
July 31, 2022 | 57.72% |
June 30, 2022 | 57.72% |
May 31, 2022 | 57.72% |
April 30, 2022 | 57.72% |
Date | Value |
---|---|
March 31, 2022 | 57.72% |
February 28, 2022 | 57.72% |
January 31, 2022 | 57.72% |
December 31, 2021 | 57.72% |
November 30, 2021 | 57.72% |
October 31, 2021 | 57.72% |
September 30, 2021 | 57.72% |
August 31, 2021 | 57.72% |
July 31, 2021 | 57.72% |
June 30, 2021 | 57.72% |
May 31, 2021 | 57.72% |
April 30, 2021 | 57.72% |
March 31, 2021 | 57.72% |
February 28, 2021 | 57.72% |
January 31, 2021 | 57.72% |
December 31, 2020 | 57.72% |
November 30, 2020 | 57.72% |
October 31, 2020 | 57.72% |
September 30, 2020 | 57.72% |
August 31, 2020 | 57.72% |
July 31, 2020 | 57.72% |
June 30, 2020 | 57.72% |
May 31, 2020 | 57.72% |
April 30, 2020 | 57.72% |
March 31, 2020 | 57.72% |
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
26.87%
Minimum
Aug 2019
57.72%
Maximum
Mar 2020
52.67%
Average
57.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
General Dynamics Corp | 51.65% |
General Electric Co | 81.01% |
Triumph Group Inc | 94.89% |
Boeing Co | 77.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2202 |
Beta (5Y) | 1.108 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.21% |
Historical Sharpe Ratio (5Y) | 0.3901 |
Historical Sortino (5Y) | 0.5152 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.38% |