Hamilton Beach Brands Holding Co (HBB)
19.23
-0.16
(-0.83%)
USD |
NYSE |
Nov 21, 16:00
19.23
0.00 (0.00%)
After-Hours: 20:00
Hamilton Beach Brands Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Charles & Colvard Ltd | 96.67% |
| Weyco Group Inc | 57.93% |
| LKQ Corp | 68.02% |
| RumbleON Inc | 98.22% |
| OneWater Marine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.315 |
| Beta (5Y) | 0.9436 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.94% |
| Historical Sharpe Ratio (5Y) | 0.1504 |
| Historical Sortino (5Y) | 0.3341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.86% |