HA Sustainable Infrastructure Capital Inc (HASI)
28.59
+0.54
(+1.93%)
USD |
NYSE |
Nov 21, 16:00
28.42
-0.17
(-0.59%)
After-Hours: 20:00
HA Sustainable Infrastructure Capital Max Drawdown (5Y): 76.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.87% |
| September 30, 2024 | 76.87% |
| August 31, 2024 | 76.87% |
| July 31, 2024 | 76.87% |
| June 30, 2024 | 76.87% |
| May 31, 2024 | 76.87% |
| April 30, 2024 | 76.87% |
| March 31, 2024 | 76.87% |
| February 29, 2024 | 76.87% |
| January 31, 2024 | 76.87% |
| December 31, 2023 | 76.87% |
| November 30, 2023 | 76.87% |
| October 31, 2023 | 76.87% |
| September 30, 2023 | 69.36% |
| August 31, 2023 | 69.36% |
| July 31, 2023 | 66.69% |
| June 30, 2023 | 66.69% |
| May 31, 2023 | 66.69% |
| April 30, 2023 | 66.69% |
| March 31, 2023 | 66.69% |
| February 28, 2023 | 66.69% |
| January 31, 2023 | 66.69% |
| December 31, 2022 | 66.69% |
| November 30, 2022 | 66.69% |
| October 31, 2022 | 66.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.00% |
| August 31, 2022 | 58.00% |
| July 31, 2022 | 58.00% |
| June 30, 2022 | 58.00% |
| May 31, 2022 | 58.00% |
| April 30, 2022 | 58.00% |
| March 31, 2022 | 58.00% |
| February 28, 2022 | 58.00% |
| January 31, 2022 | 58.00% |
| December 31, 2021 | 58.00% |
| November 30, 2021 | 58.00% |
| October 31, 2021 | 58.00% |
| September 30, 2021 | 58.00% |
| August 31, 2021 | 58.00% |
| July 31, 2021 | 58.00% |
| June 30, 2021 | 58.00% |
| May 31, 2021 | 58.00% |
| April 30, 2021 | 58.00% |
| March 31, 2021 | 58.00% |
| February 28, 2021 | 58.00% |
| January 31, 2021 | 58.00% |
| December 31, 2020 | 58.00% |
| November 30, 2020 | 58.00% |
| October 31, 2020 | 58.00% |
| September 30, 2020 | 58.00% |
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
29.23%
Minimum
Nov 2019
76.87%
Maximum
Oct 2023
62.00%
Average
58.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| Host Hotels & Resorts Inc | 55.10% |
| Sotherly Hotels Inc | 84.07% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.86 |
| Beta (5Y) | 1.984 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.86% |
| Historical Sharpe Ratio (5Y) | 0.1011 |
| Historical Sortino (5Y) | 0.1574 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.48% |