DLH Holdings Corp (DLHC)
8.56
+0.05
(+0.59%)
USD |
NASDAQ |
Nov 22, 13:24
DLH Holdings Max Drawdown (5Y): 61.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.85% |
| September 30, 2024 | 57.09% |
| August 31, 2024 | 57.09% |
| July 31, 2024 | 57.09% |
| June 30, 2024 | 57.09% |
| May 31, 2024 | 57.09% |
| April 30, 2024 | 57.09% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
44.87%
Minimum
Nov 2019
61.85%
Maximum
Oct 2024
55.83%
Average
56.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CRA International Inc | 60.73% |
| Amaya Global Hldgs Corp | -- |
| VizConnect Inc | 100.0% |
| Broadcast Marketing Group Inc | 99.00% |
| Meridian Holdings Inc | 96.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.299 |
| Beta (5Y) | 1.164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.84% |
| Historical Sharpe Ratio (5Y) | 0.2307 |
| Historical Sortino (5Y) | 0.5281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.36% |