H&E Equipment Services Inc (HEES)
51.28
+1.03
(+2.05%)
USD |
NASDAQ |
Nov 05, 10:30
H&E Equipment Services Max Drawdown (5Y): 76.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 76.53% |
September 30, 2024 | 76.53% |
August 31, 2024 | 76.53% |
July 31, 2024 | 76.53% |
June 30, 2024 | 76.53% |
May 31, 2024 | 76.53% |
April 30, 2024 | 76.53% |
March 31, 2024 | 76.53% |
February 29, 2024 | 76.53% |
January 31, 2024 | 76.53% |
December 31, 2023 | 76.53% |
November 30, 2023 | 76.53% |
October 31, 2023 | 76.53% |
September 30, 2023 | 76.53% |
August 31, 2023 | 76.53% |
July 31, 2023 | 76.53% |
June 30, 2023 | 76.53% |
May 31, 2023 | 76.53% |
April 30, 2023 | 76.53% |
March 31, 2023 | 76.53% |
February 28, 2023 | 76.53% |
January 31, 2023 | 76.53% |
December 31, 2022 | 76.53% |
November 30, 2022 | 76.53% |
October 31, 2022 | 76.53% |
Date | Value |
---|---|
September 30, 2022 | 76.53% |
August 31, 2022 | 76.53% |
July 31, 2022 | 76.53% |
June 30, 2022 | 76.53% |
May 31, 2022 | 76.53% |
April 30, 2022 | 76.53% |
March 31, 2022 | 76.53% |
February 28, 2022 | 76.53% |
January 31, 2022 | 76.53% |
December 31, 2021 | 76.53% |
November 30, 2021 | 76.53% |
October 31, 2021 | 76.53% |
September 30, 2021 | 76.53% |
August 31, 2021 | 76.53% |
July 31, 2021 | 76.53% |
June 30, 2021 | 76.53% |
May 31, 2021 | 76.53% |
April 30, 2021 | 76.53% |
March 31, 2021 | 76.53% |
February 28, 2021 | 76.53% |
January 31, 2021 | 76.53% |
December 31, 2020 | 76.53% |
November 30, 2020 | 76.53% |
October 31, 2020 | 76.53% |
September 30, 2020 | 76.53% |
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
73.66%
Minimum
Nov 2019
76.53%
Maximum
Mar 2020
76.34%
Average
76.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Herc Holdings Inc | 82.20% |
Custom Truck One Source Inc | 82.92% |
United Rentals Inc | 63.26% |
McGrath RentCorp | 43.97% |
Willis Lease Finance Corp | 79.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.32 |
Beta (5Y) | 1.820 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.85% |
Historical Sharpe Ratio (5Y) | 0.2002 |
Historical Sortino (5Y) | 0.2994 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.31% |