Hanesbrands Inc (HBI)
4.47
-0.39
(-8.02%)
USD |
NYSE |
Apr 25, 16:00
4.50
+0.03
(+0.67%)
After-Hours: 20:00
Hanesbrands Max Drawdown (5Y): 82.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 82.65% |
| February 29, 2024 | 82.65% |
| January 31, 2024 | 82.65% |
| December 31, 2023 | 82.65% |
| November 30, 2023 | 82.65% |
| October 31, 2023 | 82.65% |
| September 30, 2023 | 82.65% |
| August 31, 2023 | 81.19% |
| July 31, 2023 | 81.19% |
| June 30, 2023 | 81.19% |
| May 31, 2023 | 81.19% |
| April 30, 2023 | 76.62% |
| March 31, 2023 | 76.25% |
| February 28, 2023 | 76.25% |
| January 31, 2023 | 76.25% |
| December 31, 2022 | 76.25% |
| November 30, 2022 | 76.25% |
| October 31, 2022 | 76.25% |
| September 30, 2022 | 76.25% |
| August 31, 2022 | 76.25% |
| July 31, 2022 | 76.25% |
| June 30, 2022 | 76.25% |
| May 31, 2022 | 76.25% |
| April 30, 2022 | 76.25% |
| March 31, 2022 | 76.25% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.25% |
| January 31, 2022 | 76.25% |
| December 31, 2021 | 76.25% |
| November 30, 2021 | 76.25% |
| October 31, 2021 | 76.25% |
| September 30, 2021 | 76.25% |
| August 31, 2021 | 76.25% |
| July 31, 2021 | 76.25% |
| June 30, 2021 | 76.25% |
| May 31, 2021 | 76.25% |
| April 30, 2021 | 76.25% |
| March 31, 2021 | 76.25% |
| February 28, 2021 | 76.25% |
| January 31, 2021 | 76.25% |
| December 31, 2020 | 76.25% |
| November 30, 2020 | 76.25% |
| October 31, 2020 | 76.25% |
| September 30, 2020 | 76.25% |
| August 31, 2020 | 76.25% |
| July 31, 2020 | 76.25% |
| June 30, 2020 | 76.25% |
| May 31, 2020 | 76.25% |
| April 30, 2020 | 76.25% |
| March 31, 2020 | 73.93% |
| February 29, 2020 | 63.29% |
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
63.29%
Minimum
Apr 2019
82.65%
Maximum
Sep 2023
74.92%
Average
76.25%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Ralph Lauren Corp | 55.18% |
| Movado Group Inc | 82.73% |
| Under Armour Inc | 85.19% |
| Mattel Inc | 77.43% |
| Oxford Industries Inc | 66.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.10 |
| Beta (5Y) | 1.584 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.06% |
| Historical Sharpe Ratio (5Y) | -0.4128 |
| Historical Sortino (5Y) | -0.6792 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.37% |