HP Inc (HPQ)
36.28
+0.76
(+2.14%)
USD |
NYSE |
Nov 01, 16:00
36.46
+0.18
(+0.50%)
After-Hours: 20:00
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 | 47.86% |
December 31, 2020 | 47.86% |
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
Dec 2020
48.87%
Maximum
Nov 2019
48.08%
Average
47.86%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Dell Technologies Inc | 58.65% |
Advanced Micro Devices Inc | 65.45% |
NVIDIA Corp | 66.34% |
Apple Inc | 31.43% |
Qualcomm Inc | 44.29% |
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% |