Hexcel Corp (HXL)
58.87
+0.03
(+0.05%)
USD |
NYSE |
Nov 04, 16:00
58.86
-0.01
(-0.02%)
Pre-Market: 20:00
Hexcel Max Drawdown (5Y): 68.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.51% |
| September 30, 2024 | 68.51% |
| August 31, 2024 | 68.51% |
| July 31, 2024 | 68.51% |
| June 30, 2024 | 68.51% |
| May 31, 2024 | 68.51% |
| April 30, 2024 | 68.51% |
| March 31, 2024 | 68.51% |
| February 29, 2024 | 68.51% |
| January 31, 2024 | 68.51% |
| December 31, 2023 | 68.51% |
| November 30, 2023 | 68.51% |
| October 31, 2023 | 68.51% |
| September 30, 2023 | 68.51% |
| August 31, 2023 | 68.51% |
| July 31, 2023 | 68.51% |
| June 30, 2023 | 68.51% |
| May 31, 2023 | 68.51% |
| April 30, 2023 | 68.51% |
| March 31, 2023 | 68.51% |
| February 28, 2023 | 68.51% |
| January 31, 2023 | 68.51% |
| December 31, 2022 | 68.51% |
| November 30, 2022 | 68.51% |
| October 31, 2022 | 68.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.51% |
| August 31, 2022 | 68.51% |
| July 31, 2022 | 68.51% |
| June 30, 2022 | 68.51% |
| May 31, 2022 | 68.51% |
| April 30, 2022 | 68.51% |
| March 31, 2022 | 68.51% |
| February 28, 2022 | 68.51% |
| January 31, 2022 | 68.51% |
| December 31, 2021 | 68.51% |
| November 30, 2021 | 68.51% |
| October 31, 2021 | 68.51% |
| September 30, 2021 | 68.51% |
| August 31, 2021 | 68.51% |
| July 31, 2021 | 68.51% |
| June 30, 2021 | 68.51% |
| May 31, 2021 | 68.51% |
| April 30, 2021 | 68.51% |
| March 31, 2021 | 68.51% |
| February 28, 2021 | 68.51% |
| January 31, 2021 | 68.51% |
| December 31, 2020 | 68.51% |
| November 30, 2020 | 68.51% |
| October 31, 2020 | 68.51% |
| September 30, 2020 | 68.51% |
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
29.23%
Minimum
Nov 2019
68.51%
Maximum
May 2020
65.82%
Average
68.51%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| Lockheed Martin Corp | 36.66% |
| Gulf Island Fabrication Inc | 80.43% |
| Tredegar Corp | 75.42% |
| Worthington Enterprises Inc | 62.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.37 |
| Beta (5Y) | 1.298 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.01% |
| Historical Sharpe Ratio (5Y) | -0.1406 |
| Historical Sortino (5Y) | -0.2134 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.84% |