Harbor Diversified Inc (HRBR)
1.80
-0.01
(-0.58%)
USD |
OTCM |
May 02, 13:01
Harbor Diversified Max Drawdown (5Y): 85.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.76% |
| March 31, 2024 | 85.76% |
| February 29, 2024 | 85.76% |
| January 31, 2024 | 85.76% |
| December 31, 2023 | 85.76% |
| November 30, 2023 | 85.76% |
| October 31, 2023 | 85.76% |
| September 30, 2023 | 91.50% |
| August 31, 2023 | 91.73% |
| July 31, 2023 | 92.92% |
| June 30, 2023 | 94.25% |
| May 31, 2023 | 94.52% |
| April 30, 2023 | 95.67% |
| March 31, 2023 | 95.67% |
| February 28, 2023 | 95.67% |
| January 31, 2023 | 95.67% |
| December 31, 2022 | 95.67% |
| November 30, 2022 | 95.67% |
| October 31, 2022 | 95.95% |
| September 30, 2022 | 96.15% |
| August 31, 2022 | 96.15% |
| July 31, 2022 | 96.15% |
| June 30, 2022 | 96.73% |
| May 31, 2022 | 96.73% |
| April 30, 2022 | 96.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.73% |
| February 28, 2022 | 96.87% |
| January 31, 2022 | 96.87% |
| December 31, 2021 | 96.87% |
| November 30, 2021 | 96.87% |
| October 31, 2021 | 96.87% |
| September 30, 2021 | 96.87% |
| August 31, 2021 | 96.87% |
| July 31, 2021 | 96.87% |
| June 30, 2021 | 96.87% |
| May 31, 2021 | 96.87% |
| April 30, 2021 | 96.87% |
| March 31, 2021 | 96.87% |
| February 28, 2021 | 96.87% |
| January 31, 2021 | 96.87% |
| December 31, 2020 | 96.87% |
| November 30, 2020 | 96.87% |
| October 31, 2020 | 96.87% |
| September 30, 2020 | 96.87% |
| August 31, 2020 | 96.87% |
| July 31, 2020 | 96.87% |
| June 30, 2020 | 96.87% |
| May 31, 2020 | 96.87% |
| April 30, 2020 | 96.87% |
| March 31, 2020 | 96.87% |
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
85.76%
Minimum
Oct 2023
96.87%
Maximum
May 2019
95.07%
Average
96.87%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Allegiant Travel Co | 79.24% |
| Air Transport Services Group Inc | 65.51% |
| Hawaiian Holdings Inc | 88.08% |
| JetBlue Airways Corp | 82.95% |
| SkyWest Inc | 81.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 85.68 |
| Beta (5Y) | 1.983 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 134.6% |
| Historical Sharpe Ratio (5Y) | 0.8006 |
| Historical Sortino (5Y) | 3.081 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.04% |