Heico Corp (HEI.A)
194.94
+2.69
(+1.40%)
USD |
NYSE |
Nov 04, 16:00
194.91
-0.03
(-0.02%)
Pre-Market: 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
Ducommun Inc | 70.83% |
AAR Corp | 81.77% |
Moog Inc | 74.34% |
Textron Inc | 69.96% |
Astronics Corp | 87.10% |
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% |