The Home Depot, Inc. (HD)
282.85
+0.39
(+0.14%)
USD |
NYSE |
Oct 02, 16:00
283.49
+0.64
(+0.23%)
After-Hours: 20:00
Home Depot Max Drawdown (5Y) : 34.72% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.72% |
| August 31, 2026 | 34.72% |
| July 31, 2026 | 34.72% |
| June 30, 2026 | 34.72% |
| May 31, 2026 | 34.72% |
| April 30, 2026 | 34.72% |
| March 31, 2026 | 34.72% |
| February 28, 2026 | 34.72% |
| January 31, 2026 | 34.72% |
| December 31, 2025 | 34.72% |
| November 30, 2025 | 34.72% |
| October 31, 2025 | 34.72% |
| September 30, 2025 | 34.72% |
| August 31, 2025 | 34.72% |
| July 31, 2025 | 34.72% |
| June 30, 2025 | 34.72% |
| May 31, 2025 | 34.72% |
| April 30, 2025 | 34.72% |
| March 31, 2025 | 34.72% |
| February 28, 2025 | 37.97% |
| January 31, 2025 | 37.97% |
| December 31, 2024 | 37.97% |
| November 30, 2024 | 37.97% |
| October 31, 2024 | 37.97% |
| September 30, 2024 | 37.97% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 37.97% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Lowe's Companies, Inc. | 35.17% |
| Ross Stores, Inc. | 46.39% |
| The TJX Cos., Inc. | 27.68% |
| Floor & Decor Holdings, Inc. | 69.65% |
| Amazon.com, Inc. | 56.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.11 |
| Beta (5Y) | 1.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.07% |
| Historical Sharpe Ratio (5Y) | -0.1706 |
| Historical Sortino (5Y) | -0.30 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |