Hennessy Advisors Inc (HNNA)

13.00 -0.60 (-4.41%) USD  |  NASDAQ  |  Dec 16, 16:00
13.00 0.00 (0.00%) After-Hours: 20:00
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Hennessy Advisors Max Drawdown (5Y): 73.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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US Global Investors Inc 87.00%
Principal Financial Group Inc 64.71%
SEI Investments Co 51.80%
T. Rowe Price Group Inc 57.02%
Hamilton Lane Inc 48.45%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.257
Beta (5Y) 0.7974
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.62%
Historical Sharpe Ratio (5Y) 0.0866
Historical Sortino (5Y) 0.1263
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.46%