Booz Allen Hamilton Holding Corp (BAH)
149.88
+5.69
(+3.95%)
USD |
NYSE |
Nov 21, 16:00
150.18
+0.30
(+0.20%)
After-Hours: 20:00
Booz Allen Hamilton Max Drawdown (5Y): 27.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 27.44% |
| September 30, 2024 | 27.44% |
| August 31, 2024 | 27.44% |
| July 31, 2024 | 27.44% |
| June 30, 2024 | 27.44% |
| May 31, 2024 | 27.44% |
| April 30, 2024 | 27.44% |
| March 31, 2024 | 27.44% |
| February 29, 2024 | 27.44% |
| January 31, 2024 | 27.44% |
| December 31, 2023 | 27.44% |
| November 30, 2023 | 27.44% |
| October 31, 2023 | 27.44% |
| September 30, 2023 | 27.44% |
| August 31, 2023 | 27.44% |
| July 31, 2023 | 27.44% |
| June 30, 2023 | 27.44% |
| May 31, 2023 | 27.44% |
| April 30, 2023 | 27.44% |
| March 31, 2023 | 27.44% |
| February 28, 2023 | 27.44% |
| January 31, 2023 | 27.44% |
| December 31, 2022 | 27.44% |
| November 30, 2022 | 27.44% |
| October 31, 2022 | 27.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 27.44% |
| August 31, 2022 | 27.44% |
| July 31, 2022 | 27.44% |
| June 30, 2022 | 27.44% |
| May 31, 2022 | 27.44% |
| April 30, 2022 | 27.44% |
| March 31, 2022 | 27.44% |
| February 28, 2022 | 27.44% |
| January 31, 2022 | 27.44% |
| December 31, 2021 | 27.44% |
| November 30, 2021 | 27.44% |
| October 31, 2021 | 27.44% |
| September 30, 2021 | 27.44% |
| August 31, 2021 | 27.44% |
| July 31, 2021 | 27.44% |
| June 30, 2021 | 27.44% |
| May 31, 2021 | 27.44% |
| April 30, 2021 | 27.44% |
| March 31, 2021 | 27.44% |
| February 28, 2021 | 27.44% |
| January 31, 2021 | 27.44% |
| December 31, 2020 | 27.44% |
| November 30, 2020 | 27.44% |
| October 31, 2020 | 27.44% |
| September 30, 2020 | 27.44% |
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
19.73%
Minimum
Nov 2019
27.44%
Maximum
Mar 2020
26.93%
Average
27.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Huron Consulting Group Inc | 49.71% |
| Maximus Inc | 40.41% |
| FTI Consulting Inc | 31.73% |
| ICF International Inc | 45.83% |
| Initio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.07 |
| Beta (5Y) | 0.5791 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.17% |
| Historical Sharpe Ratio (5Y) | 0.8161 |
| Historical Sortino (5Y) | 1.469 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.06% |