Graham Holdings Co (GHC)
944.64
-6.10
(-0.64%)
USD |
NYSE |
Dec 10, 16:00
953.70
+9.06
(+0.96%)
Pre-Market: 07:11
Graham Holdings Max Drawdown (5Y): 62.56% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 62.56% |
| October 31, 2024 | 62.56% |
| September 30, 2024 | 62.56% |
| August 31, 2024 | 62.56% |
| July 31, 2024 | 62.56% |
| June 30, 2024 | 62.56% |
| May 31, 2024 | 62.56% |
| April 30, 2024 | 62.56% |
| March 31, 2024 | 62.56% |
| February 29, 2024 | 62.56% |
| January 31, 2024 | 62.56% |
| December 31, 2023 | 62.56% |
| November 30, 2023 | 62.56% |
| October 31, 2023 | 62.56% |
| September 30, 2023 | 62.56% |
| August 31, 2023 | 62.56% |
| July 31, 2023 | 62.56% |
| June 30, 2023 | 62.56% |
| May 31, 2023 | 62.56% |
| April 30, 2023 | 62.56% |
| March 31, 2023 | 62.56% |
| February 28, 2023 | 62.56% |
| January 31, 2023 | 62.56% |
| December 31, 2022 | 62.56% |
| November 30, 2022 | 62.56% |
| Date | Value |
|---|---|
| October 31, 2022 | 62.56% |
| September 30, 2022 | 62.56% |
| August 31, 2022 | 62.56% |
| July 31, 2022 | 62.56% |
| June 30, 2022 | 62.56% |
| May 31, 2022 | 62.56% |
| April 30, 2022 | 62.56% |
| March 31, 2022 | 62.56% |
| February 28, 2022 | 62.56% |
| January 31, 2022 | 62.56% |
| December 31, 2021 | 62.56% |
| November 30, 2021 | 62.56% |
| October 31, 2021 | 62.56% |
| September 30, 2021 | 62.56% |
| August 31, 2021 | 62.56% |
| July 31, 2021 | 62.56% |
| June 30, 2021 | 62.56% |
| May 31, 2021 | 62.56% |
| April 30, 2021 | 62.56% |
| March 31, 2021 | 62.56% |
| February 28, 2021 | 62.56% |
| January 31, 2021 | 62.56% |
| December 31, 2020 | 62.56% |
| November 30, 2020 | 62.56% |
| October 31, 2020 | 62.56% |
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
40.09%
Minimum
Dec 2019
62.56%
Maximum
Mar 2020
61.43%
Average
62.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mynd.ai Inc | 98.33% |
| NP Life Sciences Health Industry Group Inc | -- |
| Adtalem Global Education Inc | 66.06% |
| Perdoceo Education Corp | 64.27% |
| Lincoln Educational Services Corp | 52.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.228 |
| Beta (5Y) | 1.130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.96% |
| Historical Sharpe Ratio (5Y) | 0.229 |
| Historical Sortino (5Y) | 0.2983 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.96% |