Huntington Ingalls Industries Inc (HII)
238.46
-1.80
(-0.75%)
USD |
NYSE |
Jun 14, 16:00
240.32
+1.86
(+0.78%)
After-Hours: 20:00
Huntington Ingalls Industries Max Drawdown (5Y): 49.70% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 49.70% |
April 30, 2024 | 49.70% |
March 31, 2024 | 49.70% |
February 29, 2024 | 49.70% |
January 31, 2024 | 49.70% |
December 31, 2023 | 49.70% |
November 30, 2023 | 49.70% |
October 31, 2023 | 49.70% |
September 30, 2023 | 49.70% |
August 31, 2023 | 49.70% |
July 31, 2023 | 49.70% |
June 30, 2023 | 49.70% |
May 31, 2023 | 49.70% |
April 30, 2023 | 49.70% |
March 31, 2023 | 49.70% |
February 28, 2023 | 49.70% |
January 31, 2023 | 49.70% |
December 31, 2022 | 49.70% |
November 30, 2022 | 49.70% |
October 31, 2022 | 49.70% |
September 30, 2022 | 49.70% |
August 31, 2022 | 49.70% |
July 31, 2022 | 49.70% |
June 30, 2022 | 49.70% |
May 31, 2022 | 49.70% |
Date | Value |
---|---|
April 30, 2022 | 49.70% |
March 31, 2022 | 49.70% |
February 28, 2022 | 49.70% |
January 31, 2022 | 49.70% |
December 31, 2021 | 49.70% |
November 30, 2021 | 49.70% |
October 31, 2021 | 49.70% |
September 30, 2021 | 49.70% |
August 31, 2021 | 49.70% |
July 31, 2021 | 49.70% |
June 30, 2021 | 49.70% |
May 31, 2021 | 49.70% |
April 30, 2021 | 49.70% |
March 31, 2021 | 49.70% |
February 28, 2021 | 49.70% |
January 31, 2021 | 49.70% |
December 31, 2020 | 49.70% |
November 30, 2020 | 49.70% |
October 31, 2020 | 49.70% |
September 30, 2020 | 49.70% |
August 31, 2020 | 44.70% |
July 31, 2020 | 44.46% |
June 30, 2020 | 44.46% |
May 31, 2020 | 44.46% |
April 30, 2020 | 44.46% |
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
33.80%
Minimum
Jun 2019
49.70%
Maximum
Sep 2020
46.79%
Average
49.70%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
General Dynamics Corp | 51.65% |
Lockheed Martin Corp | 36.66% |
L3Harris Technologies Inc | 38.16% |
RTX Corp | 51.84% |
Boeing Co | 77.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.166 |
Beta (5Y) | 0.5598 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.42% |
Historical Sharpe Ratio (5Y) | 0.1585 |
Historical Sortino (5Y) | 0.23 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.42% |