Hyster-Yale Materials Handling Inc (HY)
58.70
-1.66
(-2.75%)
USD |
NYSE |
Apr 30, 10:43
Hyster-Yale Materials Handling Max Drawdown (5Y): 77.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.60% |
| February 29, 2024 | 77.60% |
| January 31, 2024 | 77.60% |
| December 31, 2023 | 77.60% |
| November 30, 2023 | 77.60% |
| October 31, 2023 | 77.60% |
| September 30, 2023 | 77.60% |
| August 31, 2023 | 77.60% |
| July 31, 2023 | 77.60% |
| June 30, 2023 | 77.60% |
| May 31, 2023 | 77.60% |
| April 30, 2023 | 77.60% |
| March 31, 2023 | 77.60% |
| February 28, 2023 | 77.60% |
| January 31, 2023 | 77.60% |
| December 31, 2022 | 77.60% |
| November 30, 2022 | 77.60% |
| October 31, 2022 | 77.60% |
| September 30, 2022 | 77.46% |
| August 31, 2022 | 69.48% |
| July 31, 2022 | 68.45% |
| June 30, 2022 | 68.45% |
| May 31, 2022 | 68.45% |
| April 30, 2022 | 68.44% |
| March 31, 2022 | 66.22% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.98% |
| January 31, 2022 | 62.98% |
| December 31, 2021 | 62.98% |
| November 30, 2021 | 62.76% |
| October 31, 2021 | 62.76% |
| September 30, 2021 | 62.76% |
| August 31, 2021 | 62.76% |
| July 31, 2021 | 62.76% |
| June 30, 2021 | 62.76% |
| May 31, 2021 | 62.76% |
| April 30, 2021 | 62.76% |
| March 31, 2021 | 62.76% |
| February 28, 2021 | 62.76% |
| January 31, 2021 | 62.76% |
| December 31, 2020 | 62.76% |
| November 30, 2020 | 62.76% |
| October 31, 2020 | 62.76% |
| September 30, 2020 | 62.76% |
| August 31, 2020 | 62.76% |
| July 31, 2020 | 62.76% |
| June 30, 2020 | 62.76% |
| May 31, 2020 | 62.76% |
| April 30, 2020 | 60.86% |
| March 31, 2020 | 60.62% |
| February 29, 2020 | 54.85% |
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
54.85%
Minimum
Apr 2019
77.60%
Maximum
Oct 2022
66.50%
Average
62.76%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Terex Corp | 74.14% |
| AmeraMex International Inc | 90.18% |
| American Superconductor Corp | 89.06% |
| Lincoln Electric Holdings Inc | 38.89% |
| Nordson Corp | 44.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.89 |
| Beta (5Y) | 1.485 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.36% |
| Historical Sharpe Ratio (5Y) | 0.028 |
| Historical Sortino (5Y) | 0.0684 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.88% |