Heico Corp (HEI.A)
215.42
+0.74
(+0.34%)
USD |
NYSE |
Nov 21, 16:00
215.24
-0.18
(-0.09%)
After-Hours: 20:00
Heico Max Drawdown (5Y): 49.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.70% |
| September 30, 2024 | 49.70% |
| August 31, 2024 | 49.70% |
| July 31, 2024 | 49.70% |
| June 30, 2024 | 49.70% |
| May 31, 2024 | 49.70% |
| April 30, 2024 | 49.70% |
| March 31, 2024 | 49.70% |
| February 29, 2024 | 49.70% |
| January 31, 2024 | 49.70% |
| December 31, 2023 | 49.70% |
| November 30, 2023 | 49.70% |
| October 31, 2023 | 49.70% |
| September 30, 2023 | 49.70% |
| August 31, 2023 | 49.70% |
| July 31, 2023 | 49.70% |
| June 30, 2023 | 49.70% |
| May 31, 2023 | 49.70% |
| April 30, 2023 | 49.70% |
| March 31, 2023 | 49.70% |
| February 28, 2023 | 49.70% |
| January 31, 2023 | 49.70% |
| December 31, 2022 | 49.70% |
| November 30, 2022 | 49.70% |
| October 31, 2022 | 49.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.70% |
| August 31, 2022 | 49.70% |
| July 31, 2022 | 49.70% |
| June 30, 2022 | 49.70% |
| May 31, 2022 | 49.70% |
| April 30, 2022 | 49.70% |
| March 31, 2022 | 49.70% |
| February 28, 2022 | 49.70% |
| January 31, 2022 | 49.70% |
| December 31, 2021 | 49.70% |
| November 30, 2021 | 49.70% |
| October 31, 2021 | 49.70% |
| September 30, 2021 | 49.70% |
| August 31, 2021 | 49.70% |
| July 31, 2021 | 49.70% |
| June 30, 2021 | 49.70% |
| May 31, 2021 | 49.70% |
| April 30, 2021 | 49.70% |
| March 31, 2021 | 49.70% |
| February 28, 2021 | 49.70% |
| January 31, 2021 | 49.70% |
| December 31, 2020 | 49.70% |
| November 30, 2020 | 49.70% |
| October 31, 2020 | 49.70% |
| September 30, 2020 | 49.70% |
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
24.91%
Minimum
Nov 2019
49.70%
Maximum
Mar 2020
48.06%
Average
49.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AAR Corp | 81.77% |
| Ducommun Inc | 70.83% |
| Moog Inc | 74.34% |
| Textron Inc | 69.96% |
| Curtiss-Wright Corp | 48.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.346 |
| Beta (5Y) | 1.178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.39% |
| Historical Sharpe Ratio (5Y) | 0.4097 |
| Historical Sortino (5Y) | 0.5883 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.48% |