Helen Of Troy Ltd (HELE)
73.20
+4.14
(+6.00%)
USD |
NASDAQ |
Nov 22, 12:26
Helen Of Troy Max Drawdown (5Y): 81.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.56% |
| September 30, 2024 | 81.56% |
| August 31, 2024 | 81.56% |
| July 31, 2024 | 79.01% |
| June 30, 2024 | 68.88% |
| May 31, 2024 | 68.88% |
| April 30, 2024 | 68.88% |
| March 31, 2024 | 68.88% |
| February 29, 2024 | 68.88% |
| January 31, 2024 | 68.88% |
| December 31, 2023 | 68.88% |
| November 30, 2023 | 68.88% |
| October 31, 2023 | 68.88% |
| September 30, 2023 | 68.88% |
| August 31, 2023 | 68.88% |
| July 31, 2023 | 68.88% |
| June 30, 2023 | 68.88% |
| May 31, 2023 | 68.88% |
| April 30, 2023 | 68.88% |
| March 31, 2023 | 67.93% |
| February 28, 2023 | 67.93% |
| January 31, 2023 | 67.93% |
| December 31, 2022 | 67.93% |
| November 30, 2022 | 67.93% |
| October 31, 2022 | 67.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.32% |
| August 31, 2022 | 52.97% |
| July 31, 2022 | 52.27% |
| June 30, 2022 | 45.07% |
| May 31, 2022 | 45.07% |
| April 30, 2022 | 45.07% |
| March 31, 2022 | 45.07% |
| February 28, 2022 | 45.07% |
| January 31, 2022 | 45.07% |
| December 31, 2021 | 45.07% |
| November 30, 2021 | 45.07% |
| October 31, 2021 | 45.07% |
| September 30, 2021 | 45.07% |
| August 31, 2021 | 45.07% |
| July 31, 2021 | 45.07% |
| June 30, 2021 | 45.07% |
| May 31, 2021 | 45.07% |
| April 30, 2021 | 45.07% |
| March 31, 2021 | 45.07% |
| February 28, 2021 | 45.07% |
| January 31, 2021 | 45.07% |
| December 31, 2020 | 45.07% |
| November 30, 2020 | 45.07% |
| October 31, 2020 | 45.07% |
| September 30, 2020 | 45.07% |
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
25.99%
Minimum
Nov 2019
81.56%
Maximum
Aug 2024
54.97%
Average
45.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| European Wax Center Inc | -- |
| Clorox Co | 46.73% |
| Hims & Hers Health Inc | -- |
| The Beauty Health Co | -- |
| Waldencast PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.09 |
| Beta (5Y) | 0.8520 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.04% |
| Historical Sharpe Ratio (5Y) | -0.4204 |
| Historical Sortino (5Y) | -0.5751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.46% |