The Hershey Co (HSY)
174.92
+0.92
(+0.53%)
USD |
NYSE |
Nov 21, 16:00
174.98
+0.06
(+0.03%)
After-Hours: 16:39
Hershey Max Drawdown (5Y): 34.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.03% |
| September 30, 2024 | 34.03% |
| August 31, 2024 | 34.03% |
| July 31, 2024 | 34.03% |
| June 30, 2024 | 34.03% |
| May 31, 2024 | 34.03% |
| April 30, 2024 | 34.03% |
| March 31, 2024 | 34.03% |
| February 29, 2024 | 34.03% |
| January 31, 2024 | 34.03% |
| December 31, 2023 | 34.03% |
| November 30, 2023 | 32.75% |
| October 31, 2023 | 32.75% |
| September 30, 2023 | 30.77% |
| August 31, 2023 | 30.77% |
| July 31, 2023 | 30.77% |
| June 30, 2023 | 30.77% |
| May 31, 2023 | 30.77% |
| April 30, 2023 | 30.77% |
| March 31, 2023 | 30.77% |
| February 28, 2023 | 30.77% |
| January 31, 2023 | 30.77% |
| December 31, 2022 | 30.77% |
| November 30, 2022 | 30.77% |
| October 31, 2022 | 30.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.77% |
| August 31, 2022 | 30.77% |
| July 31, 2022 | 30.77% |
| June 30, 2022 | 30.77% |
| May 31, 2022 | 30.77% |
| April 30, 2022 | 30.77% |
| March 31, 2022 | 30.77% |
| February 28, 2022 | 30.77% |
| January 31, 2022 | 30.77% |
| December 31, 2021 | 30.77% |
| November 30, 2021 | 30.77% |
| October 31, 2021 | 30.77% |
| September 30, 2021 | 30.77% |
| August 31, 2021 | 30.77% |
| July 31, 2021 | 30.77% |
| June 30, 2021 | 30.77% |
| May 31, 2021 | 30.77% |
| April 30, 2021 | 30.77% |
| March 31, 2021 | 30.77% |
| February 28, 2021 | 30.77% |
| January 31, 2021 | 30.77% |
| December 31, 2020 | 30.77% |
| November 30, 2020 | 30.77% |
| October 31, 2020 | 30.77% |
| September 30, 2020 | 30.77% |
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
23.24%
Minimum
Nov 2019
34.03%
Maximum
Dec 2023
30.93%
Average
30.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mondelez International Inc | 29.74% |
| Acme United Corp | 52.48% |
| Rocky Mountain Chocolate Factory Inc | 84.62% |
| Tootsie Roll Industries Inc | 36.41% |
| Spectrum Brands Holdings Inc | 79.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.186 |
| Beta (5Y) | 0.3799 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.74% |
| Historical Sharpe Ratio (5Y) | 0.1883 |
| Historical Sortino (5Y) | 0.2726 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.19% |