Herbalife Ltd (HLF)
7.71
-0.49
(-5.98%)
USD |
NYSE |
Nov 14, 16:00
7.93
+0.22
(+2.85%)
Pre-Market: 20:00
Herbalife Max Drawdown (5Y): 88.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.44% |
| September 30, 2024 | 88.28% |
| August 31, 2024 | 86.86% |
| July 31, 2024 | 86.86% |
| June 30, 2024 | 86.86% |
| May 31, 2024 | 86.86% |
| April 30, 2024 | 86.86% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
88.44%
Maximum
Oct 2024
70.51%
Average
64.65%
Median
Max Drawdown (5Y) Benchmarks
| Fresh Del Monte Produce Inc | 67.32% |
| The Honest Co Inc | -- |
| e.l.f. Beauty Inc | 74.39% |
| Keurig Dr Pepper Inc | 36.87% |
| PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.40 |
| Beta (5Y) | 1.171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.05% |
| Historical Sharpe Ratio (5Y) | -0.6324 |
| Historical Sortino (5Y) | -1.136 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.05% |