Huntington Ingalls Industries Inc (HII)

190.45 +2.84 (+1.51%) USD  |  NYSE  |  Dec 20, 16:00
190.58 +0.13 (+0.07%) After-Hours: 20:00
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Huntington Ingalls Industries Max Drawdown (5Y): 49.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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General Dynamics Corp 51.65%
Lockheed Martin Corp 36.66%
RTX Corp 51.84%
L3Harris Technologies Inc 38.16%
Northrop Grumman Corp 29.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.31
Beta (5Y) 0.5529
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.06%
Historical Sharpe Ratio (5Y) -0.1695
Historical Sortino (5Y) -0.2216
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.81%