HP Inc (HPQ)
37.78
+1.10
(+3.00%)
USD |
NYSE |
Nov 21, 14:52
HP Max Drawdown (5Y): 47.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.86% |
| September 30, 2024 | 47.86% |
| August 31, 2024 | 47.86% |
| July 31, 2024 | 47.86% |
| June 30, 2024 | 47.86% |
| May 31, 2024 | 47.86% |
| April 30, 2024 | 47.86% |
| March 31, 2024 | 47.86% |
| February 29, 2024 | 47.86% |
| January 31, 2024 | 47.86% |
| December 31, 2023 | 47.86% |
| November 30, 2023 | 47.86% |
| October 31, 2023 | 47.86% |
| September 30, 2023 | 47.86% |
| August 31, 2023 | 47.86% |
| July 31, 2023 | 47.86% |
| June 30, 2023 | 47.86% |
| May 31, 2023 | 47.86% |
| April 30, 2023 | 47.86% |
| March 31, 2023 | 47.86% |
| February 28, 2023 | 47.86% |
| January 31, 2023 | 47.86% |
| December 31, 2022 | 47.86% |
| November 30, 2022 | 47.86% |
| October 31, 2022 | 47.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.86% |
| August 31, 2022 | 47.86% |
| July 31, 2022 | 47.86% |
| June 30, 2022 | 47.86% |
| May 31, 2022 | 47.86% |
| April 30, 2022 | 47.86% |
| March 31, 2022 | 47.86% |
| February 28, 2022 | 47.86% |
| January 31, 2022 | 47.86% |
| December 31, 2021 | 47.86% |
| November 30, 2021 | 47.86% |
| October 31, 2021 | 47.86% |
| September 30, 2021 | 47.86% |
| August 31, 2021 | 47.86% |
| July 31, 2021 | 47.86% |
| June 30, 2021 | 47.86% |
| May 31, 2021 | 47.86% |
| April 30, 2021 | 47.86% |
| March 31, 2021 | 47.86% |
| February 28, 2021 | 47.86% |
| January 31, 2021 | 48.87% |
| December 31, 2020 | 48.87% |
| November 30, 2020 | 48.87% |
| October 31, 2020 | 48.87% |
| September 30, 2020 | 48.87% |
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
47.86%
Minimum
Feb 2021
48.87%
Maximum
Nov 2019
48.12%
Average
47.86%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Dell Technologies Inc | 58.65% |
| Advanced Micro Devices Inc | 65.45% |
| NVIDIA Corp | 66.34% |
| Super Micro Computer Inc | 75.50% |
| AgEagle Aerial Systems Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.963 |
| Beta (5Y) | 1.076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.67% |
| Historical Sharpe Ratio (5Y) | 0.5157 |
| Historical Sortino (5Y) | 0.7313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.93% |