Hennessy Advisors, Inc. (HNNA)
10.36
+0.16
(+1.62%)
USD |
NASDAQ |
Sep 08, 16:00
10.24
-0.12
(-1.21%)
Pre-Market: 20:00
Hennessy Advisors Max Drawdown (5Y) : 54.17% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 73.27% |
| Date | Value |
|---|---|
| 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% |
| July 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
--
Minimum
--
Maximum
--
Average
--
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) | -2.929 |
| Beta (5Y) | 0.5792 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.11% |
| Historical Sharpe Ratio (5Y) | 0.0857 |
| Historical Sortino (5Y) | 0.1626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |