Hawaiian Electric Industries Inc (HE)
10.59
+0.09
(+0.86%)
USD |
NYSE |
Nov 22, 10:57
Hawaiian Electric Industries Max Drawdown (5Y): 83.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.26% |
| September 30, 2024 | 83.26% |
| August 31, 2024 | 83.26% |
| July 31, 2024 | 83.26% |
| June 30, 2024 | 80.51% |
| May 31, 2024 | 79.41% |
| April 30, 2024 | 79.41% |
| March 31, 2024 | 79.10% |
| February 29, 2024 | 79.10% |
| January 31, 2024 | 79.10% |
| December 31, 2023 | 79.10% |
| November 30, 2023 | 79.10% |
| October 31, 2023 | 79.10% |
| September 30, 2023 | 79.10% |
| August 31, 2023 | 79.10% |
| July 31, 2023 | 38.04% |
| June 30, 2023 | 38.04% |
| May 31, 2023 | 38.04% |
| April 30, 2023 | 38.04% |
| March 31, 2023 | 38.04% |
| February 28, 2023 | 38.04% |
| January 31, 2023 | 38.04% |
| December 31, 2022 | 38.04% |
| November 30, 2022 | 38.04% |
| October 31, 2022 | 38.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.04% |
| August 31, 2022 | 38.04% |
| July 31, 2022 | 38.04% |
| June 30, 2022 | 38.04% |
| May 31, 2022 | 38.04% |
| April 30, 2022 | 38.04% |
| March 31, 2022 | 38.04% |
| February 28, 2022 | 38.04% |
| January 31, 2022 | 38.04% |
| December 31, 2021 | 38.04% |
| November 30, 2021 | 38.04% |
| October 31, 2021 | 38.04% |
| September 30, 2021 | 38.04% |
| August 31, 2021 | 38.04% |
| July 31, 2021 | 38.04% |
| June 30, 2021 | 38.04% |
| May 31, 2021 | 38.04% |
| April 30, 2021 | 38.04% |
| March 31, 2021 | 38.04% |
| February 28, 2021 | 38.04% |
| January 31, 2021 | 38.04% |
| December 31, 2020 | 38.04% |
| November 30, 2020 | 38.04% |
| October 31, 2020 | 38.04% |
| September 30, 2020 | 38.04% |
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
19.48%
Minimum
Nov 2019
83.26%
Maximum
Jul 2024
47.14%
Average
38.04%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Montauk Renewables Inc | -- |
| NRG Energy Inc | 48.76% |
| TXNM Energy Inc | 46.35% |
| Verde Clean Fuels Inc | -- |
| GE Vernova Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.49 |
| Beta (5Y) | 0.5321 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.39% |
| Historical Sharpe Ratio (5Y) | -0.4711 |
| Historical Sortino (5Y) | -0.6187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.89% |