Hanesbrands Inc (HBI)
4.44
-0.23
(-4.93%)
USD |
NYSE |
May 03, 16:00
4.43
-0.01
(-0.23%)
Pre-Market: 20:00
Hanesbrands Max Drawdown (5Y): 82.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.65% |
March 31, 2024 | 82.65% |
February 29, 2024 | 82.65% |
January 31, 2024 | 82.65% |
December 31, 2023 | 82.65% |
November 30, 2023 | 82.65% |
October 31, 2023 | 82.65% |
September 30, 2023 | 82.65% |
August 31, 2023 | 81.19% |
July 31, 2023 | 81.19% |
June 30, 2023 | 81.19% |
May 31, 2023 | 81.19% |
April 30, 2023 | 76.62% |
March 31, 2023 | 76.25% |
February 28, 2023 | 76.25% |
January 31, 2023 | 76.25% |
December 31, 2022 | 76.25% |
November 30, 2022 | 76.25% |
October 31, 2022 | 76.25% |
September 30, 2022 | 76.25% |
August 31, 2022 | 76.25% |
July 31, 2022 | 76.25% |
June 30, 2022 | 76.25% |
May 31, 2022 | 76.25% |
April 30, 2022 | 76.25% |
Date | Value |
---|---|
March 31, 2022 | 76.25% |
February 28, 2022 | 76.25% |
January 31, 2022 | 76.25% |
December 31, 2021 | 76.25% |
November 30, 2021 | 76.25% |
October 31, 2021 | 76.25% |
September 30, 2021 | 76.25% |
August 31, 2021 | 76.25% |
July 31, 2021 | 76.25% |
June 30, 2021 | 76.25% |
May 31, 2021 | 76.25% |
April 30, 2021 | 76.25% |
March 31, 2021 | 76.25% |
February 28, 2021 | 76.25% |
January 31, 2021 | 76.25% |
December 31, 2020 | 76.25% |
November 30, 2020 | 76.25% |
October 31, 2020 | 76.25% |
September 30, 2020 | 76.25% |
August 31, 2020 | 76.25% |
July 31, 2020 | 76.25% |
June 30, 2020 | 76.25% |
May 31, 2020 | 76.25% |
April 30, 2020 | 76.25% |
March 31, 2020 | 73.93% |
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
63.29%
Minimum
May 2019
82.65%
Maximum
Sep 2023
75.24%
Average
76.25%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Ralph Lauren Corp | 55.18% |
Movado Group Inc | 82.73% |
Mattel Inc | 77.43% |
Under Armour Inc | 85.19% |
YETI Holdings Inc | 73.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.65 |
Beta (5Y) | 1.627 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.23% |
Historical Sharpe Ratio (5Y) | -0.498 |
Historical Sortino (5Y) | -0.8252 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.43% |