Huntwicke Capital Group Inc (HCGI)
5.80
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Huntwicke Capital Group Max Drawdown (5Y): 44.44% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 44.44% |
| August 31, 2024 | 44.44% |
| July 31, 2024 | 44.44% |
| June 30, 2024 | 44.44% |
| May 31, 2024 | 44.44% |
| April 30, 2024 | 44.44% |
| March 31, 2024 | 44.44% |
| February 29, 2024 | 44.44% |
| January 31, 2024 | 44.44% |
| December 31, 2023 | 36.46% |
| November 30, 2023 | 36.46% |
| October 31, 2023 | 36.46% |
| September 30, 2023 | 33.15% |
| August 31, 2023 | 33.15% |
| July 31, 2023 | 33.15% |
| June 30, 2023 | 33.15% |
| May 31, 2023 | 33.15% |
| April 30, 2023 | 33.15% |
| March 31, 2023 | 33.15% |
| February 28, 2023 | 33.15% |
| January 31, 2023 | 33.15% |
| December 31, 2022 | 33.15% |
| November 30, 2022 | 33.15% |
| October 31, 2022 | 33.15% |
| September 30, 2022 | 33.15% |
| Date | Value |
|---|---|
| August 31, 2022 | 33.15% |
| July 31, 2022 | 33.15% |
| June 30, 2022 | 33.15% |
| May 31, 2022 | 33.15% |
| April 30, 2022 | 33.15% |
| March 31, 2022 | 33.15% |
| February 28, 2022 | 33.15% |
| January 31, 2022 | 33.15% |
| December 31, 2021 | 33.15% |
| November 30, 2021 | 33.15% |
| October 31, 2021 | 33.15% |
| September 30, 2021 | 24.86% |
| August 31, 2021 | 24.86% |
| July 31, 2021 | 24.86% |
| June 30, 2021 | 24.86% |
| May 31, 2021 | 24.86% |
| April 30, 2021 | 24.86% |
| March 31, 2021 | 24.86% |
| February 28, 2021 | 24.86% |
| January 31, 2021 | 24.86% |
| December 31, 2020 | 24.86% |
| November 30, 2020 | 24.86% |
| October 31, 2020 | 24.86% |
| September 30, 2020 | 24.86% |
| August 31, 2020 | 24.86% |
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
6.08%
Minimum
Nov 2019
44.44%
Maximum
Jan 2024
29.36%
Average
33.15%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Stifel Financial Corp | 51.89% |
| State Street Corp | 59.60% |
| LPL Financial Holdings Inc | 60.33% |
| OFS Capital Corp | 69.09% |
| Moelis & Co | 58.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.29 |
| Beta (5Y) | 0.0627 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.25% |
| Historical Sharpe Ratio (5Y) | -0.6417 |
| Historical Sortino (5Y) | -0.8827 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.75% |