DLH Holdings Corp (DLHC)

7.67 +0.32 (+4.35%) USD  |  NASDAQ  |  Dec 20, 16:00
7.45 -0.22 (-2.87%) After-Hours: 20:00
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DLH Holdings Max Drawdown (5Y): 62.46% 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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CRA International Inc 60.73%
Amaya Global Hldgs Corp --
VizConnect Inc 100.0%
Broadcast Marketing Group Inc 99.00%
Fuego Enterprises Inc 99.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.017
Beta (5Y) 1.165
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.56%
Historical Sharpe Ratio (5Y) 0.248
Historical Sortino (5Y) 0.5652
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.36%