HP Inc (HPQ)
27.90
-0.75
(-2.62%)
USD |
NYSE |
Mar 28, 16:00
27.85
-0.05
(-0.18%)
After-Hours: 20:00
HP Max Drawdown (5Y): 47.86% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Dell Technologies Inc | 58.65% |
| Intel Corp | 69.56% |
| NVIDIA Corp | 66.34% |
| Super Micro Computer Inc | 84.84% |
| Qualcomm Inc | 44.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.420 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.80% |
| Historical Sharpe Ratio (5Y) | 0.3109 |
| Historical Sortino (5Y) | 0.558 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.09% |