DLH Holdings Corp (DLHC)
10.67
-0.22
(-2.02%)
USD |
NASDAQ |
Apr 25, 16:00
10.65
-0.02
(-0.19%)
After-Hours: 20:00
DLH Holdings Max Drawdown (5Y): 57.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.09% |
| February 29, 2024 | 57.09% |
| January 31, 2024 | 57.09% |
| December 31, 2023 | 57.09% |
| November 30, 2023 | 57.09% |
| October 31, 2023 | 57.09% |
| September 30, 2023 | 57.09% |
| August 31, 2023 | 57.09% |
| July 31, 2023 | 57.09% |
| June 30, 2023 | 57.09% |
| May 31, 2023 | 57.09% |
| April 30, 2023 | 56.26% |
| March 31, 2023 | 56.26% |
| February 28, 2023 | 56.26% |
| January 31, 2023 | 56.26% |
| December 31, 2022 | 56.26% |
| November 30, 2022 | 56.26% |
| October 31, 2022 | 56.26% |
| September 30, 2022 | 56.26% |
| August 31, 2022 | 56.26% |
| July 31, 2022 | 56.26% |
| June 30, 2022 | 56.26% |
| May 31, 2022 | 56.26% |
| April 30, 2022 | 56.26% |
| March 31, 2022 | 56.26% |
| Date | Value |
|---|---|
| February 28, 2022 | 56.26% |
| January 31, 2022 | 56.26% |
| December 31, 2021 | 56.26% |
| November 30, 2021 | 56.26% |
| October 31, 2021 | 56.26% |
| September 30, 2021 | 56.26% |
| August 31, 2021 | 56.26% |
| July 31, 2021 | 56.26% |
| June 30, 2021 | 56.26% |
| May 31, 2021 | 56.26% |
| April 30, 2021 | 56.26% |
| March 31, 2021 | 56.26% |
| February 28, 2021 | 56.26% |
| January 31, 2021 | 56.26% |
| December 31, 2020 | 56.26% |
| November 30, 2020 | 56.26% |
| October 31, 2020 | 56.26% |
| September 30, 2020 | 56.26% |
| August 31, 2020 | 56.26% |
| July 31, 2020 | 56.26% |
| June 30, 2020 | 56.26% |
| May 31, 2020 | 56.26% |
| April 30, 2020 | 56.26% |
| March 31, 2020 | 56.26% |
| February 29, 2020 | 44.87% |
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
44.02%
Minimum
Aug 2019
57.09%
Maximum
May 2023
54.36%
Average
56.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CRA International Inc | 60.73% |
| Amaya Global Hldgs Corp | 80.00% |
| VizConnect Inc | 100.0% |
| Meridian Holdings Inc | 96.67% |
| Fuego Enterprises Inc | 98.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.008 |
| Beta (5Y) | 1.204 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.77% |
| Historical Sharpe Ratio (5Y) | 0.2699 |
| Historical Sortino (5Y) | 0.5809 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.02% |