Herbalife Ltd (HLF)
9.09
+0.25
(+2.83%)
USD |
NYSE |
Apr 22, 16:00
9.09
0.00 (0.00%)
Pre-Market: 07:19
Herbalife Max Drawdown (5Y): 86.20% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.20% |
| February 29, 2024 | 86.20% |
| January 31, 2024 | 81.34% |
| December 31, 2023 | 81.34% |
| November 30, 2023 | 81.34% |
| October 31, 2023 | 81.34% |
| September 30, 2023 | 81.34% |
| August 31, 2023 | 81.34% |
| July 31, 2023 | 81.34% |
| June 30, 2023 | 81.34% |
| May 31, 2023 | 81.34% |
| April 30, 2023 | 79.47% |
| March 31, 2023 | 79.47% |
| February 28, 2023 | 79.47% |
| January 31, 2023 | 79.47% |
| December 31, 2022 | 79.47% |
| November 30, 2022 | 74.35% |
| October 31, 2022 | 67.94% |
| September 30, 2022 | 67.94% |
| August 31, 2022 | 67.94% |
| July 31, 2022 | 67.94% |
| June 30, 2022 | 66.73% |
| May 31, 2022 | 66.68% |
| April 30, 2022 | 62.03% |
| March 31, 2022 | 62.03% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.03% |
| January 31, 2022 | 62.03% |
| December 31, 2021 | 62.03% |
| November 30, 2021 | 62.03% |
| October 31, 2021 | 62.03% |
| September 30, 2021 | 62.03% |
| August 31, 2021 | 62.03% |
| July 31, 2021 | 62.03% |
| June 30, 2021 | 62.03% |
| May 31, 2021 | 62.03% |
| April 30, 2021 | 62.03% |
| March 31, 2021 | 62.03% |
| February 28, 2021 | 62.03% |
| January 31, 2021 | 62.03% |
| December 31, 2020 | 62.03% |
| November 30, 2020 | 62.03% |
| October 31, 2020 | 62.03% |
| September 30, 2020 | 62.03% |
| August 31, 2020 | 62.03% |
| July 31, 2020 | 62.03% |
| June 30, 2020 | 62.03% |
| May 31, 2020 | 62.03% |
| April 30, 2020 | 62.03% |
| March 31, 2020 | 62.03% |
| February 29, 2020 | 50.78% |
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
50.78%
Minimum
Jan 2020
86.20%
Maximum
Feb 2024
67.74%
Average
63.08%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.27 |
| Beta (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.88% |
| Historical Sharpe Ratio (5Y) | -0.6195 |
| Historical Sortino (5Y) | -1.099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.65% |