Huntsman Corp (HUN)
21.74
-0.08
(-0.37%)
USD |
NYSE |
Nov 04, 16:00
21.50
-0.24
(-1.10%)
Pre-Market: 20:00
Huntsman Max Drawdown (5Y): 61.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.10% |
September 30, 2024 | 61.10% |
August 31, 2024 | 61.10% |
July 31, 2024 | 61.10% |
June 30, 2024 | 61.10% |
May 31, 2024 | 61.10% |
April 30, 2024 | 61.10% |
March 31, 2024 | 61.10% |
February 29, 2024 | 61.10% |
January 31, 2024 | 61.10% |
December 31, 2023 | 61.10% |
November 30, 2023 | 61.10% |
October 31, 2023 | 61.10% |
September 30, 2023 | 61.10% |
August 31, 2023 | 61.10% |
July 31, 2023 | 61.10% |
June 30, 2023 | 61.10% |
May 31, 2023 | 61.10% |
April 30, 2023 | 61.10% |
March 31, 2023 | 61.10% |
February 28, 2023 | 61.10% |
January 31, 2023 | 61.10% |
December 31, 2022 | 61.10% |
November 30, 2022 | 61.10% |
October 31, 2022 | 61.10% |
Date | Value |
---|---|
September 30, 2022 | 61.10% |
August 31, 2022 | 61.10% |
July 31, 2022 | 61.10% |
June 30, 2022 | 61.10% |
May 31, 2022 | 61.10% |
April 30, 2022 | 61.10% |
March 31, 2022 | 61.10% |
February 28, 2022 | 61.10% |
January 31, 2022 | 61.10% |
December 31, 2021 | 61.10% |
November 30, 2021 | 61.10% |
October 31, 2021 | 61.10% |
September 30, 2021 | 61.10% |
August 31, 2021 | 61.10% |
July 31, 2021 | 61.10% |
June 30, 2021 | 61.10% |
May 31, 2021 | 61.10% |
April 30, 2021 | 61.10% |
March 31, 2021 | 61.10% |
February 28, 2021 | 61.10% |
January 31, 2021 | 61.10% |
December 31, 2020 | 61.10% |
November 30, 2020 | 70.81% |
October 31, 2020 | 71.46% |
September 30, 2020 | 71.46% |
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
61.10%
Minimum
Dec 2020
71.46%
Maximum
Nov 2019
63.33%
Average
61.10%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Balchem Corp | 33.89% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.31 |
Beta (5Y) | 1.016 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.86% |
Historical Sharpe Ratio (5Y) | 0.0252 |
Historical Sortino (5Y) | 0.038 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.78% |