Wilhelmina International Inc (WHLM)
4.67
+0.35
(+8.10%)
USD |
NASDAQ |
May 03, 16:00
4.67
0.00 (0.00%)
Pre-Market: 20:00
Wilhelmina International Max Drawdown (5Y): 79.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.20% |
March 31, 2024 | 79.20% |
February 29, 2024 | 79.20% |
January 31, 2024 | 79.20% |
December 31, 2023 | 79.20% |
November 30, 2023 | 79.20% |
October 31, 2023 | 79.20% |
September 30, 2023 | 79.20% |
August 31, 2023 | 79.20% |
July 31, 2023 | 79.20% |
June 30, 2023 | 79.20% |
May 31, 2023 | 79.20% |
April 30, 2023 | 79.20% |
March 31, 2023 | 79.20% |
February 28, 2023 | 79.20% |
January 31, 2023 | 79.20% |
December 31, 2022 | 79.20% |
November 30, 2022 | 79.20% |
October 31, 2022 | 79.20% |
September 30, 2022 | 79.20% |
August 31, 2022 | 79.20% |
July 31, 2022 | 79.20% |
June 30, 2022 | 79.20% |
May 31, 2022 | 79.20% |
April 30, 2022 | 79.20% |
Date | Value |
---|---|
March 31, 2022 | 79.20% |
February 28, 2022 | 79.20% |
January 31, 2022 | 79.20% |
December 31, 2021 | 79.20% |
November 30, 2021 | 79.20% |
October 31, 2021 | 79.20% |
September 30, 2021 | 79.20% |
August 31, 2021 | 79.20% |
July 31, 2021 | 79.20% |
June 30, 2021 | 79.20% |
May 31, 2021 | 79.20% |
April 30, 2021 | 79.20% |
March 31, 2021 | 79.20% |
February 28, 2021 | 79.20% |
January 31, 2021 | 79.20% |
December 31, 2020 | 79.20% |
November 30, 2020 | 79.20% |
October 31, 2020 | 79.20% |
September 30, 2020 | 79.20% |
August 31, 2020 | 79.20% |
July 31, 2020 | 79.20% |
June 30, 2020 | 79.20% |
May 31, 2020 | 79.20% |
April 30, 2020 | 79.20% |
March 31, 2020 | 79.20% |
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
56.02%
Minimum
May 2019
79.20%
Maximum
Mar 2020
76.20%
Average
79.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.24 |
Beta (5Y) | 0.6554 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.80% |
Historical Sharpe Ratio (5Y) | -0.1759 |
Historical Sortino (5Y) | -0.3205 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.36% |