Valhi Inc (VHI)
15.19
+0.19
(+1.27%)
USD |
NYSE |
Apr 29, 16:00
14.74
-0.44
(-2.93%)
Pre-Market: 20:00
Valhi Max Drawdown (5Y): 90.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.67% |
| February 29, 2024 | 90.67% |
| January 31, 2024 | 90.67% |
| December 31, 2023 | 90.67% |
| November 30, 2023 | 90.67% |
| October 31, 2023 | 90.67% |
| September 30, 2023 | 90.67% |
| August 31, 2023 | 90.67% |
| July 31, 2023 | 90.67% |
| June 30, 2023 | 90.67% |
| May 31, 2023 | 90.67% |
| April 30, 2023 | 90.67% |
| March 31, 2023 | 90.67% |
| February 28, 2023 | 90.67% |
| January 31, 2023 | 90.67% |
| December 31, 2022 | 90.67% |
| November 30, 2022 | 90.67% |
| October 31, 2022 | 90.67% |
| September 30, 2022 | 90.67% |
| August 31, 2022 | 90.67% |
| July 31, 2022 | 90.67% |
| June 30, 2022 | 90.67% |
| May 31, 2022 | 90.67% |
| April 30, 2022 | 90.67% |
| March 31, 2022 | 90.67% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.67% |
| January 31, 2022 | 90.67% |
| December 31, 2021 | 90.67% |
| November 30, 2021 | 90.67% |
| October 31, 2021 | 90.67% |
| September 30, 2021 | 90.67% |
| August 31, 2021 | 90.67% |
| July 31, 2021 | 90.67% |
| June 30, 2021 | 90.67% |
| May 31, 2021 | 90.77% |
| April 30, 2021 | 92.84% |
| March 31, 2021 | 92.84% |
| February 28, 2021 | 92.84% |
| January 31, 2021 | 94.18% |
| December 31, 2020 | 94.18% |
| November 30, 2020 | 95.31% |
| October 31, 2020 | 95.31% |
| September 30, 2020 | 95.31% |
| August 31, 2020 | 95.31% |
| July 31, 2020 | 95.31% |
| June 30, 2020 | 95.31% |
| May 31, 2020 | 95.31% |
| April 30, 2020 | 95.31% |
| March 31, 2020 | 95.31% |
| February 29, 2020 | 95.31% |
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
90.67%
Minimum
Jun 2021
95.31%
Maximum
Apr 2019
92.44%
Average
90.67%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
| SenesTech Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.36 |
| Beta (5Y) | 1.407 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.52% |
| Historical Sharpe Ratio (5Y) | -0.1619 |
| Historical Sortino (5Y) | -0.2878 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.21% |