Diamond Hill Investment Group Inc (DHIL)

152.98 -0.32 (-0.21%) USD  |  NASDAQ  |  Dec 26, 10:06
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Diamond Hill Investment Group Max Drawdown (5Y): 57.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Oaktree Specialty Lending Corp 57.20%
MidCap Financial Investment Corp 67.60%
Gladstone Investment Corp 56.30%
Golub Capital BDC Inc 47.20%
Gladstone Capital Corp 58.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.177
Beta (5Y) 1.013
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.28%
Historical Sharpe Ratio (5Y) 0.2955
Historical Sortino (5Y) 0.3908
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.66%