Hanesbrands Inc (HBI)
8.26
+0.04
(+0.49%)
USD |
NYSE |
Nov 18, 16:00
8.18
-0.08
(-0.97%)
After-Hours: 20:00
Hanesbrands Max Drawdown (5Y): 82.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.65% |
| September 30, 2024 | 82.65% |
| August 31, 2024 | 82.65% |
| July 31, 2024 | 82.65% |
| June 30, 2024 | 82.65% |
| May 31, 2024 | 82.65% |
| April 30, 2024 | 82.65% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
82.65%
Maximum
Sep 2023
77.18%
Average
76.25%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Oxford Industries Inc | 66.21% |
| Under Armour Inc | 85.66% |
| American Woodmark Corp | 74.37% |
| Hyliion Holdings Corp | 99.03% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.70 |
| Beta (5Y) | 1.582 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.27% |
| Historical Sharpe Ratio (5Y) | -0.2958 |
| Historical Sortino (5Y) | -0.4914 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.43% |