Hexcel Corp (HXL)
60.90
+1.38
(+2.32%)
USD |
NYSE |
Nov 22, 15:54
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
Lockheed Martin Corp | 36.66% |
Boeing Co | 77.92% |
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% |