Hawaiian Electric Industries Inc (HE)
9.775
+0.26
(+2.68%)
USD |
NYSE |
Apr 17, 16:00
9.88
+0.10
(+1.07%)
After-Hours: 20:00
Hawaiian Electric Industries Max Drawdown (5Y): 79.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 35.62% |
| July 31, 2020 | 35.62% |
| June 30, 2020 | 35.62% |
| May 31, 2020 | 35.62% |
| April 30, 2020 | 35.62% |
| March 31, 2020 | 35.62% |
| February 29, 2020 | 19.48% |
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
Apr 2019
79.10%
Maximum
Aug 2023
39.87%
Average
38.04%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Montauk Renewables Inc | -- |
| Duke Energy Corp | 37.37% |
| Edison International | 43.13% |
| Verde Clean Fuels Inc | -- |
| Advent Technologies Holdings Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.89 |
| Beta (5Y) | 0.5303 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.03% |
| Historical Sharpe Ratio (5Y) | -0.5777 |
| Historical Sortino (5Y) | -0.5377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.32% |