Honeywell International Inc (HON)
230.66
-2.42
(-1.04%)
USD |
NASDAQ |
Nov 14, 16:00
231.00
+0.34
(+0.15%)
After-Hours: 20:00
Honeywell International Max Drawdown (5Y): 43.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.00% |
| September 30, 2024 | 43.00% |
| August 31, 2024 | 43.00% |
| July 31, 2024 | 43.00% |
| June 30, 2024 | 43.00% |
| May 31, 2024 | 43.00% |
| April 30, 2024 | 43.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
22.10%
Minimum
Nov 2019
43.00%
Maximum
Mar 2020
41.60%
Average
43.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 3M Co | 53.13% |
| Air T Inc | 68.02% |
| Seaboard Corp | 43.33% |
| Planet Green Holdings Corp | 96.62% |
| 1847 Holdings LLC | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.947 |
| Beta (5Y) | 1.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.62% |
| Historical Sharpe Ratio (5Y) | 0.1308 |
| Historical Sortino (5Y) | 0.1919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |