Diamond Hill Investment Group Inc (DHIL)
151.78
+1.28
(+0.85%)
USD |
NASDAQ |
May 02, 16:00
151.78
0.00 (0.00%)
After-Hours: 16:12
Diamond Hill Investment Group Max Drawdown (5Y): 57.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.66% |
March 31, 2024 | 57.66% |
February 29, 2024 | 57.66% |
January 31, 2024 | 57.66% |
December 31, 2023 | 57.66% |
November 30, 2023 | 57.66% |
October 31, 2023 | 57.66% |
September 30, 2023 | 57.66% |
August 31, 2023 | 57.66% |
July 31, 2023 | 57.66% |
June 30, 2023 | 57.66% |
May 31, 2023 | 57.66% |
April 30, 2023 | 57.66% |
March 31, 2023 | 57.66% |
February 28, 2023 | 57.66% |
January 31, 2023 | 57.66% |
December 31, 2022 | 57.66% |
November 30, 2022 | 57.66% |
October 31, 2022 | 57.66% |
September 30, 2022 | 57.66% |
August 31, 2022 | 57.66% |
July 31, 2022 | 57.66% |
June 30, 2022 | 57.66% |
May 31, 2022 | 57.66% |
April 30, 2022 | 57.66% |
Date | Value |
---|---|
March 31, 2022 | 57.66% |
February 28, 2022 | 57.66% |
January 31, 2022 | 57.66% |
December 31, 2021 | 57.66% |
November 30, 2021 | 57.66% |
October 31, 2021 | 57.66% |
September 30, 2021 | 57.66% |
August 31, 2021 | 57.66% |
July 31, 2021 | 57.66% |
June 30, 2021 | 57.66% |
May 31, 2021 | 57.66% |
April 30, 2021 | 57.66% |
March 31, 2021 | 57.66% |
February 28, 2021 | 57.66% |
January 31, 2021 | 57.66% |
December 31, 2020 | 57.66% |
November 30, 2020 | 57.66% |
October 31, 2020 | 57.66% |
September 30, 2020 | 57.66% |
August 31, 2020 | 57.66% |
July 31, 2020 | 57.66% |
June 30, 2020 | 57.66% |
May 31, 2020 | 57.66% |
April 30, 2020 | 57.66% |
March 31, 2020 | 57.66% |
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
35.09%
Minimum
May 2019
57.66%
Maximum
Mar 2020
54.26%
Average
57.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
KKR & Co Inc | 47.92% |
MidCap Financial Investment Corp | 67.60% |
Gladstone Investment Corp | 56.30% |
Golub Capital BDC Inc | 47.30% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.735 |
Beta (5Y) | 0.9649 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.10% |
Historical Sharpe Ratio (5Y) | 0.2142 |
Historical Sortino (5Y) | 0.2819 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.90% |