Graham Holdings Co (GHC)
716.17
+14.80
(+2.11%)
USD |
NYSE |
May 01, 16:00
716.17
0.00 (0.00%)
After-Hours: 17:02
Graham Holdings Max Drawdown (5Y): 62.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.56% |
March 31, 2024 | 62.56% |
February 29, 2024 | 62.56% |
January 31, 2024 | 62.56% |
December 31, 2023 | 62.56% |
November 30, 2023 | 62.56% |
October 31, 2023 | 62.56% |
September 30, 2023 | 62.56% |
August 31, 2023 | 62.56% |
July 31, 2023 | 62.56% |
June 30, 2023 | 62.56% |
May 31, 2023 | 62.56% |
April 30, 2023 | 62.56% |
March 31, 2023 | 62.56% |
February 28, 2023 | 62.56% |
January 31, 2023 | 62.56% |
December 31, 2022 | 62.56% |
November 30, 2022 | 62.56% |
October 31, 2022 | 62.56% |
September 30, 2022 | 62.56% |
August 31, 2022 | 62.56% |
July 31, 2022 | 62.56% |
June 30, 2022 | 62.56% |
May 31, 2022 | 62.56% |
April 30, 2022 | 62.56% |
Date | Value |
---|---|
March 31, 2022 | 62.56% |
February 28, 2022 | 62.56% |
January 31, 2022 | 62.56% |
December 31, 2021 | 62.56% |
November 30, 2021 | 62.56% |
October 31, 2021 | 62.56% |
September 30, 2021 | 62.56% |
August 31, 2021 | 62.56% |
July 31, 2021 | 62.56% |
June 30, 2021 | 62.56% |
May 31, 2021 | 62.56% |
April 30, 2021 | 62.56% |
March 31, 2021 | 62.56% |
February 28, 2021 | 62.56% |
January 31, 2021 | 62.56% |
December 31, 2020 | 62.56% |
November 30, 2020 | 62.56% |
October 31, 2020 | 62.56% |
September 30, 2020 | 62.56% |
August 31, 2020 | 62.56% |
July 31, 2020 | 62.56% |
June 30, 2020 | 62.56% |
May 31, 2020 | 62.56% |
April 30, 2020 | 62.56% |
March 31, 2020 | 62.56% |
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
40.09%
Minimum
May 2019
62.56%
Maximum
Mar 2020
58.81%
Average
62.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.47 |
Beta (5Y) | 1.109 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.93% |
Historical Sharpe Ratio (5Y) | -0.0731 |
Historical Sortino (5Y) | -0.0952 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.27% |