Booz Allen Hamilton Holding Corp (BAH)
145.27
+0.88
(+0.61%)
USD |
NYSE |
Apr 25, 16:00
145.57
+0.30
(+0.21%)
Pre-Market: 20:00
Booz Allen Hamilton Max Drawdown (5Y): 27.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 27.44% |
July 31, 2020 | 27.44% |
June 30, 2020 | 27.44% |
May 31, 2020 | 27.44% |
April 30, 2020 | 27.44% |
March 31, 2020 | 27.44% |
February 29, 2020 | 19.73% |
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
Apr 2019
27.44%
Maximum
Mar 2020
26.03%
Average
27.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ICF International Inc | 45.83% |
Maximus Inc | 40.41% |
FTI Consulting Inc | 31.73% |
Huron Consulting Group Inc | 49.71% |
Initio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.74 |
Beta (5Y) | 0.5279 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.21% |
Historical Sharpe Ratio (5Y) | 0.8186 |
Historical Sortino (5Y) | 1.490 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.01% |