The Home Depot Inc (HD)
395.57
+2.98
(+0.76%)
USD |
NYSE |
Nov 04, 16:00
395.84
+0.27
(+0.07%)
After-Hours: 20:00
Home Depot Max Drawdown (5Y): 37.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.97% |
| September 30, 2024 | 37.97% |
| August 31, 2024 | 37.97% |
| July 31, 2024 | 37.97% |
| June 30, 2024 | 37.97% |
| May 31, 2024 | 37.97% |
| April 30, 2024 | 37.97% |
| March 31, 2024 | 37.97% |
| February 29, 2024 | 37.97% |
| January 31, 2024 | 37.97% |
| December 31, 2023 | 37.97% |
| November 30, 2023 | 37.97% |
| October 31, 2023 | 37.97% |
| September 30, 2023 | 37.97% |
| August 31, 2023 | 37.97% |
| July 31, 2023 | 37.97% |
| June 30, 2023 | 37.97% |
| May 31, 2023 | 37.97% |
| April 30, 2023 | 37.97% |
| March 31, 2023 | 37.97% |
| February 28, 2023 | 37.97% |
| January 31, 2023 | 37.97% |
| December 31, 2022 | 37.97% |
| November 30, 2022 | 37.97% |
| October 31, 2022 | 37.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.97% |
| August 31, 2022 | 37.97% |
| July 31, 2022 | 37.97% |
| June 30, 2022 | 37.97% |
| May 31, 2022 | 37.97% |
| April 30, 2022 | 37.97% |
| March 31, 2022 | 37.97% |
| February 28, 2022 | 37.97% |
| January 31, 2022 | 37.97% |
| December 31, 2021 | 37.97% |
| November 30, 2021 | 37.97% |
| October 31, 2021 | 37.97% |
| September 30, 2021 | 37.97% |
| August 31, 2021 | 37.97% |
| July 31, 2021 | 37.97% |
| June 30, 2021 | 37.97% |
| May 31, 2021 | 37.97% |
| April 30, 2021 | 37.97% |
| March 31, 2021 | 37.97% |
| February 28, 2021 | 37.97% |
| January 31, 2021 | 37.97% |
| December 31, 2020 | 37.97% |
| November 30, 2020 | 37.97% |
| October 31, 2020 | 37.97% |
| September 30, 2020 | 37.97% |
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
25.62%
Minimum
Nov 2019
37.97%
Maximum
Mar 2020
37.15%
Average
37.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Lowe's Companies Inc | 48.63% |
| Amazon.com Inc | 56.15% |
| Ross Stores Inc | 51.38% |
| Starbucks Corp | 43.68% |
| Abercrombie & Fitch Co | 72.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.709 |
| Beta (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.02% |
| Historical Sharpe Ratio (5Y) | 0.4177 |
| Historical Sortino (5Y) | 0.6273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |