Hyliion Holdings Corp (HYLN)
3.71
+0.80
(+27.49%)
USD |
NYAM |
Nov 21, 16:00
3.65
-0.06
(-1.62%)
After-Hours: 20:00
Hyliion Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 72.95% |
| Motorcar Parts of America Inc | 83.50% |
| Sypris Solutions Inc | 74.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.64 |
| Beta (5Y) | 1.905 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.2% |
| Historical Sharpe Ratio (5Y) | -0.2348 |
| Historical Sortino (5Y) | -0.5963 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.11% |