Honeywell International Inc (HON)
191.15
+0.83
(+0.44%)
USD |
NASDAQ |
Apr 18, 16:00
191.15
0.00 (0.00%)
After-Hours: 20:00
Honeywell International Max Drawdown (5Y): 43.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.00% |
February 29, 2024 | 43.00% |
January 31, 2024 | 43.00% |
December 31, 2023 | 43.00% |
November 30, 2023 | 43.00% |
October 31, 2023 | 43.00% |
September 30, 2023 | 43.00% |
August 31, 2023 | 43.00% |
July 31, 2023 | 43.00% |
June 30, 2023 | 43.00% |
May 31, 2023 | 43.00% |
April 30, 2023 | 43.00% |
March 31, 2023 | 43.00% |
February 28, 2023 | 43.00% |
January 31, 2023 | 43.00% |
December 31, 2022 | 43.00% |
November 30, 2022 | 43.00% |
October 31, 2022 | 43.00% |
September 30, 2022 | 43.00% |
August 31, 2022 | 43.00% |
July 31, 2022 | 43.00% |
June 30, 2022 | 43.00% |
May 31, 2022 | 43.00% |
April 30, 2022 | 43.00% |
March 31, 2022 | 43.00% |
Date | Value |
---|---|
February 28, 2022 | 43.00% |
January 31, 2022 | 43.00% |
December 31, 2021 | 43.00% |
November 30, 2021 | 43.00% |
October 31, 2021 | 43.00% |
September 30, 2021 | 43.00% |
August 31, 2021 | 43.00% |
July 31, 2021 | 43.00% |
June 30, 2021 | 43.00% |
May 31, 2021 | 43.00% |
April 30, 2021 | 43.00% |
March 31, 2021 | 43.00% |
February 28, 2021 | 43.00% |
January 31, 2021 | 43.00% |
December 31, 2020 | 43.00% |
November 30, 2020 | 43.00% |
October 31, 2020 | 43.00% |
September 30, 2020 | 43.00% |
August 31, 2020 | 43.00% |
July 31, 2020 | 43.00% |
June 30, 2020 | 43.00% |
May 31, 2020 | 43.00% |
April 30, 2020 | 43.00% |
March 31, 2020 | 43.00% |
February 29, 2020 | 24.58% |
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
24.58%
Minimum
Apr 2019
43.00%
Maximum
Mar 2020
39.62%
Average
43.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
3M Co | 53.13% |
MDU Resources Group Inc | 51.22% |
Harte-Hanks Inc | 98.06% |
Seaboard Corp | 43.33% |
1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.930 |
Beta (5Y) | 1.024 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.75% |
Historical Sharpe Ratio (5Y) | 0.2111 |
Historical Sortino (5Y) | 0.3135 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |