AllianceBernstein Holding LP (AB)
33.56
-0.15
(-0.44%)
USD |
NYSE |
Apr 26, 16:00
33.60
+0.04
(+0.12%)
After-Hours: 20:00
AllianceBernstein Max Drawdown (5Y): 58.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.05% |
February 29, 2024 | 58.05% |
January 31, 2024 | 58.05% |
December 31, 2023 | 58.05% |
November 30, 2023 | 58.05% |
October 31, 2023 | 58.05% |
September 30, 2023 | 58.05% |
August 31, 2023 | 58.05% |
July 31, 2023 | 58.05% |
June 30, 2023 | 58.05% |
May 31, 2023 | 58.05% |
April 30, 2023 | 58.05% |
March 31, 2023 | 58.05% |
February 28, 2023 | 58.05% |
January 31, 2023 | 58.05% |
December 31, 2022 | 58.05% |
November 30, 2022 | 58.05% |
October 31, 2022 | 58.05% |
September 30, 2022 | 58.05% |
August 31, 2022 | 58.05% |
July 31, 2022 | 58.05% |
June 30, 2022 | 58.05% |
May 31, 2022 | 58.05% |
April 30, 2022 | 58.05% |
March 31, 2022 | 58.05% |
Date | Value |
---|---|
February 28, 2022 | 58.05% |
January 31, 2022 | 58.05% |
December 31, 2021 | 58.05% |
November 30, 2021 | 58.05% |
October 31, 2021 | 58.05% |
September 30, 2021 | 58.05% |
August 31, 2021 | 58.05% |
July 31, 2021 | 58.05% |
June 30, 2021 | 58.05% |
May 31, 2021 | 58.05% |
April 30, 2021 | 58.05% |
March 31, 2021 | 58.05% |
February 28, 2021 | 58.05% |
January 31, 2021 | 58.05% |
December 31, 2020 | 58.05% |
November 30, 2020 | 58.05% |
October 31, 2020 | 58.05% |
September 30, 2020 | 58.05% |
August 31, 2020 | 58.05% |
July 31, 2020 | 58.05% |
June 30, 2020 | 58.05% |
May 31, 2020 | 58.05% |
April 30, 2020 | 58.05% |
March 31, 2020 | 58.05% |
February 29, 2020 | 45.60% |
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
45.60%
Minimum
Apr 2019
58.05%
Maximum
Mar 2020
55.77%
Average
58.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SEI Investments Co | 51.80% |
BlackRock Capital Investment Corp (DELISTED) | 76.01% |
US Global Investors Inc | 87.00% |
Principal Financial Group Inc | 64.71% |
T. Rowe Price Group Inc | 57.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.602 |
Beta (5Y) | 1.256 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.06% |
Historical Sharpe Ratio (5Y) | 0.3078 |
Historical Sortino (5Y) | 0.349 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.82% |