Hannover House Inc (HHSE)
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Nov 13, 16:00
Hannover House Max Drawdown (5Y): 88.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.67% |
| September 30, 2024 | 88.67% |
| August 31, 2024 | 88.67% |
| July 31, 2024 | 87.06% |
| June 30, 2024 | 87.06% |
| May 31, 2024 | 87.06% |
| April 30, 2024 | 87.06% |
| March 31, 2024 | 87.06% |
| February 29, 2024 | 87.06% |
| January 31, 2024 | 87.06% |
| December 31, 2023 | 87.06% |
| November 30, 2023 | 85.44% |
| October 31, 2023 | 85.11% |
| September 30, 2023 | 85.11% |
| August 31, 2023 | 85.11% |
| July 31, 2023 | 85.11% |
| June 30, 2023 | 85.11% |
| May 31, 2023 | 80.58% |
| April 30, 2023 | 80.58% |
| March 31, 2023 | 80.58% |
| February 28, 2023 | 80.26% |
| January 31, 2023 | 80.26% |
| December 31, 2022 | 80.26% |
| November 30, 2022 | 78.96% |
| October 31, 2022 | 78.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.35% |
| August 31, 2022 | 74.77% |
| July 31, 2022 | 74.77% |
| June 30, 2022 | 74.77% |
| May 31, 2022 | 74.77% |
| April 30, 2022 | 74.77% |
| March 31, 2022 | 74.77% |
| February 28, 2022 | 74.77% |
| January 31, 2022 | 74.77% |
| December 31, 2021 | 74.77% |
| November 30, 2021 | 74.77% |
| October 31, 2021 | 80.00% |
| September 30, 2021 | 81.49% |
| August 31, 2021 | 81.79% |
| July 31, 2021 | 81.79% |
| June 30, 2021 | 81.79% |
| May 31, 2021 | 81.79% |
| April 30, 2021 | 81.79% |
| March 31, 2021 | 81.79% |
| February 28, 2021 | 81.79% |
| January 31, 2021 | 81.79% |
| December 31, 2020 | 82.00% |
| November 30, 2020 | 85.30% |
| October 31, 2020 | 86.19% |
| September 30, 2020 | 91.75% |
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
74.77%
Minimum
Nov 2021
92.86%
Maximum
Nov 2019
83.78%
Average
83.56%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.40 |
| Beta (5Y) | 0.3701 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.48% |
| Historical Sharpe Ratio (5Y) | -0.25 |
| Historical Sortino (5Y) | -0.4878 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.32% |