Heritage Global Inc (HGBL)
2.445
+0.02
(+1.03%)
USD |
NASDAQ |
May 02, 16:00
Heritage Global Max Drawdown (5Y): 74.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.19% |
March 31, 2024 | 74.19% |
February 29, 2024 | 74.19% |
January 31, 2024 | 74.19% |
December 31, 2023 | 74.19% |
November 30, 2023 | 74.19% |
October 31, 2023 | 74.19% |
September 30, 2023 | 74.19% |
August 31, 2023 | 74.19% |
July 31, 2023 | 74.19% |
June 30, 2023 | 74.19% |
May 31, 2023 | 74.19% |
April 30, 2023 | 74.19% |
March 31, 2023 | 74.19% |
February 28, 2023 | 74.19% |
January 31, 2023 | 74.19% |
December 31, 2022 | 74.19% |
November 30, 2022 | 74.19% |
October 31, 2022 | 74.19% |
September 30, 2022 | 74.19% |
August 31, 2022 | 74.19% |
July 31, 2022 | 74.19% |
June 30, 2022 | 74.19% |
May 31, 2022 | 81.87% |
April 30, 2022 | 81.87% |
Date | Value |
---|---|
March 31, 2022 | 81.87% |
February 28, 2022 | 82.41% |
January 31, 2022 | 82.41% |
December 31, 2021 | 82.41% |
November 30, 2021 | 82.41% |
October 31, 2021 | 82.41% |
September 30, 2021 | 88.40% |
August 31, 2021 | 88.40% |
July 31, 2021 | 88.40% |
June 30, 2021 | 88.40% |
May 31, 2021 | 90.80% |
April 30, 2021 | 91.20% |
March 31, 2021 | 92.80% |
February 28, 2021 | 94.35% |
January 31, 2021 | 94.35% |
December 31, 2020 | 94.76% |
November 30, 2020 | 94.76% |
October 31, 2020 | 94.76% |
September 30, 2020 | 94.80% |
August 31, 2020 | 94.80% |
July 31, 2020 | 94.80% |
June 30, 2020 | 94.80% |
May 31, 2020 | 94.80% |
April 30, 2020 | 94.80% |
March 31, 2020 | 94.80% |
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
74.19%
Minimum
Jun 2022
94.80%
Maximum
May 2019
84.62%
Average
82.41%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
PhenixFIN Corp | 94.46% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.91 |
Beta (5Y) | 1.243 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.03% |
Historical Sharpe Ratio (5Y) | 0.3438 |
Historical Sortino (5Y) | 0.8833 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.33% |