Huntington Ingalls Industries Inc (HII)
199.75
+4.45
(+2.28%)
USD |
NYSE |
Nov 22, 13:08
Huntington Ingalls Industries 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
33.80%
Minimum
Nov 2019
49.70%
Maximum
Sep 2020
48.12%
Average
49.70%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| General Dynamics Corp | 51.65% |
| L3Harris Technologies Inc | 38.16% |
| Lockheed Martin Corp | 36.66% |
| TransDigm Group Inc | 62.64% |
| Textron Inc | 69.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.27 |
| Beta (5Y) | 0.5537 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.25% |
| Historical Sharpe Ratio (5Y) | -0.1513 |
| Historical Sortino (5Y) | -0.2111 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.83% |