Hanesbrands Inc (HBI)
5.975
+0.24
(+4.28%)
USD |
NYSE |
Apr 02, 14:18
Hanesbrands Max Drawdown (5Y): 82.65% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Under Armour Inc | 85.66% |
| Ralph Lauren Corp | 55.18% |
| VF Corp | 86.02% |
| YETI Holdings Inc | 73.53% |
| Hyliion Holdings Corp | 99.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.93 |
| Beta (5Y) | 1.549 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.47% |
| Historical Sharpe Ratio (5Y) | -0.1327 |
| Historical Sortino (5Y) | -0.2369 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.35% |