Hammond Power Solutions Inc (HMDPF)
81.41
-3.38
(-3.99%)
USD |
OTCM |
May 31, 16:00
Hammond Power Solutions Max Drawdown (5Y): 50.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 50.33% |
| April 30, 2024 | 50.33% |
| March 31, 2024 | 50.33% |
| February 29, 2024 | 50.33% |
| January 31, 2024 | 50.33% |
| December 31, 2023 | 50.33% |
| November 30, 2023 | 50.33% |
| October 31, 2023 | 50.33% |
| September 30, 2023 | 50.33% |
| August 31, 2023 | 50.33% |
| July 31, 2023 | 50.33% |
| June 30, 2023 | 50.33% |
| May 31, 2023 | 50.33% |
| April 30, 2023 | 50.33% |
| March 31, 2023 | 50.33% |
| February 28, 2023 | 50.33% |
| January 31, 2023 | 50.33% |
| December 31, 2022 | 50.33% |
| November 30, 2022 | 50.33% |
| October 31, 2022 | 50.33% |
| September 30, 2022 | 50.33% |
| August 31, 2022 | 50.33% |
| July 31, 2022 | 50.33% |
| June 30, 2022 | 50.33% |
| May 31, 2022 | 50.33% |
| Date | Value |
|---|---|
| April 30, 2022 | 50.33% |
| March 31, 2022 | 50.33% |
| February 28, 2022 | 50.33% |
| January 31, 2022 | 50.33% |
| December 31, 2021 | 51.39% |
| November 30, 2021 | 51.39% |
| October 31, 2021 | 52.13% |
| September 30, 2021 | 54.27% |
| August 31, 2021 | 54.27% |
| July 31, 2021 | 54.27% |
| June 30, 2021 | 54.27% |
| May 31, 2021 | 54.27% |
| April 30, 2021 | 54.27% |
| March 31, 2021 | 54.27% |
| February 28, 2021 | 54.27% |
| January 31, 2021 | 54.27% |
| December 31, 2020 | 54.27% |
| November 30, 2020 | 61.83% |
| October 31, 2020 | 66.52% |
| September 30, 2020 | 66.71% |
| August 31, 2020 | 66.71% |
| July 31, 2020 | 66.71% |
| June 30, 2020 | 66.71% |
| May 31, 2020 | 66.71% |
| April 30, 2020 | 66.71% |
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
50.33%
Minimum
Jan 2022
66.71%
Maximum
Jun 2019
55.88%
Average
51.39%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Lamperd Less Lethal Inc | 97.79% |
| A2Z Smart Technologies Corp | -- |
| New Horizon Aircraft Ltd | -- |
| Franklin Electric Co Inc | 32.02% |
| Powell Industries Inc | 68.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 61.21 |
| Beta (5Y) | 0.8658 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.39% |
| Historical Sharpe Ratio (5Y) | 1.510 |
| Historical Sortino (5Y) | 3.378 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.54% |