Hyliion Holdings Corp (HYLN)
2.70
-0.18
(-6.25%)
USD |
NYAM |
Nov 13, 16:00
2.72
+0.02
(+0.74%)
After-Hours: 20:00
Hyliion Holdings Max Drawdown (5Y): 99.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.03% |
| September 30, 2024 | 99.03% |
| August 31, 2024 | 99.03% |
| July 31, 2024 | 99.03% |
| June 30, 2024 | 99.03% |
| May 31, 2024 | 99.03% |
| April 30, 2024 | 99.03% |
| March 31, 2024 | 99.03% |
| February 29, 2024 | 99.03% |
| January 31, 2024 | 99.03% |
| December 31, 2023 | 99.03% |
| November 30, 2023 | 99.03% |
| October 31, 2023 | 98.99% |
| September 30, 2023 | 97.91% |
| August 31, 2023 | 97.91% |
| July 31, 2023 | 97.69% |
| June 30, 2023 | 97.69% |
| May 31, 2023 | 97.69% |
| April 30, 2023 | 97.69% |
| March 31, 2023 | 96.58% |
| February 28, 2023 | 96.11% |
| January 31, 2023 | 96.11% |
| December 31, 2022 | 96.08% |
| November 30, 2022 | 95.72% |
| October 31, 2022 | 95.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.95% |
| August 31, 2022 | 94.95% |
| July 31, 2022 | 94.95% |
| June 30, 2022 | 94.95% |
| May 31, 2022 | 94.95% |
| April 30, 2022 | 94.25% |
| March 31, 2022 | 93.66% |
| February 28, 2022 | 93.63% |
| January 31, 2022 | 93.20% |
| December 31, 2021 | 89.58% |
| November 30, 2021 | 88.13% |
| October 31, 2021 | 87.65% |
| September 30, 2021 | 86.02% |
| August 31, 2021 | 86.02% |
| July 31, 2021 | 85.78% |
| June 30, 2021 | 85.78% |
| May 31, 2021 | 85.78% |
| April 30, 2021 | 85.19% |
| March 31, 2021 | 81.06% |
| February 28, 2021 | 72.93% |
| January 31, 2021 | 72.55% |
| December 31, 2020 | 71.80% |
| November 30, 2020 | 66.57% |
| October 31, 2020 | 66.12% |
| September 30, 2020 | 43.56% |
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
1.02%
Minimum
Nov 2019
99.03%
Maximum
Nov 2023
77.91%
Average
94.60%
Median
Max Drawdown (5Y) Benchmarks
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 71.50% |
| 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% |