Hennessy Advisors, Inc. (HNNA)
10.31
-0.08
(-0.77%)
USD |
NASDAQ |
Oct 02, 16:00
10.63
+0.32
(+3.10%)
After-Hours: 20:00
Hennessy Advisors Max Drawdown (5Y) : 54.17% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 54.17% |
| August 31, 2026 | 54.17% |
| July 31, 2026 | 56.77% |
| June 30, 2026 | 57.14% |
| May 31, 2026 | 58.16% |
| April 30, 2026 | 58.78% |
| March 31, 2026 | 59.74% |
| February 28, 2026 | 61.34% |
| January 31, 2026 | 61.57% |
| December 31, 2025 | 62.56% |
| November 30, 2025 | 62.56% |
| October 31, 2025 | 64.16% |
| September 30, 2025 | 64.16% |
| August 31, 2025 | 64.16% |
| July 31, 2025 | 65.31% |
| June 30, 2025 | 65.66% |
| May 31, 2025 | 65.92% |
| April 30, 2025 | 69.87% |
| March 31, 2025 | 69.87% |
| February 28, 2025 | 73.27% |
| January 31, 2025 | 73.27% |
| December 31, 2024 | 73.27% |
| November 30, 2024 | 73.27% |
| October 31, 2024 | 73.27% |
| September 30, 2024 | 73.27% |
| Date | Value |
|---|---|
| August 31, 2024 | 73.27% |
| July 31, 2024 | 73.27% |
| June 30, 2024 | 73.27% |
| May 31, 2024 | 73.27% |
| April 30, 2024 | 73.27% |
| March 31, 2024 | 73.27% |
| February 29, 2024 | 73.27% |
| January 31, 2024 | 73.27% |
| December 31, 2023 | 73.27% |
| November 30, 2023 | 73.27% |
| October 31, 2023 | 73.27% |
| September 30, 2023 | 73.27% |
| August 31, 2023 | 73.27% |
| July 31, 2023 | 73.27% |
| June 30, 2023 | 73.27% |
| May 31, 2023 | 73.27% |
| April 30, 2023 | 73.27% |
| March 31, 2023 | 73.27% |
| February 28, 2023 | 73.27% |
| January 31, 2023 | 73.27% |
| December 31, 2022 | 73.27% |
| November 30, 2022 | 73.27% |
| October 31, 2022 | 73.27% |
| September 30, 2022 | 73.27% |
| August 31, 2022 | 73.27% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| AllianceBernstein Holding LP | 45.81% |
| Affiliated Managers Group, Inc. | 46.74% |
| Ameriprise Financial, Inc. | 31.53% |
| Franklin Templeton, Inc. | 47.44% |
| BlackRock, Inc. | 43.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.238 |
| Beta (5Y) | 0.5646 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.08% |
| Historical Sharpe Ratio (5Y) | 0.126 |
| Historical Sortino (5Y) | 0.2368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |