Graham Holdings Co (GHC)
918.05
+11.36
(+1.25%)
USD |
NYSE |
Nov 21, 16:00
917.70
-0.35
(-0.04%)
After-Hours: 20:00
Graham Holdings Max Drawdown (5Y): 62.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
October 31, 2022 | 62.56% |
Date | Value |
---|---|
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% |
September 30, 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
Nov 2019
62.56%
Maximum
Mar 2020
61.06%
Average
62.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.537 |
Beta (5Y) | 1.113 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.26% |
Historical Sharpe Ratio (5Y) | 0.165 |
Historical Sortino (5Y) | 0.2121 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.27% |