Houlihan Lokey Inc (HLI)
135.21
+0.62
(+0.46%)
USD |
NYSE |
May 10, 16:00
135.21
0.00 (0.00%)
After-Hours: 20:00
Houlihan Lokey Max Drawdown (5Y): 36.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.56% |
March 31, 2024 | 36.56% |
February 29, 2024 | 36.56% |
January 31, 2024 | 36.56% |
December 31, 2023 | 36.56% |
November 30, 2023 | 36.56% |
October 31, 2023 | 36.56% |
September 30, 2023 | 36.56% |
August 31, 2023 | 36.56% |
July 31, 2023 | 36.56% |
June 30, 2023 | 36.56% |
May 31, 2023 | 36.56% |
April 30, 2023 | 36.56% |
March 31, 2023 | 36.56% |
February 28, 2023 | 36.56% |
January 31, 2023 | 36.56% |
December 31, 2022 | 36.56% |
November 30, 2022 | 36.56% |
October 31, 2022 | 36.56% |
September 30, 2022 | 36.56% |
August 31, 2022 | 36.56% |
July 31, 2022 | 36.56% |
June 30, 2022 | 35.29% |
May 31, 2022 | 33.48% |
April 30, 2022 | 33.48% |
Date | Value |
---|---|
March 31, 2022 | 33.48% |
February 28, 2022 | 33.48% |
January 31, 2022 | 33.48% |
December 31, 2021 | 33.48% |
November 30, 2021 | 33.48% |
October 31, 2021 | 33.48% |
September 30, 2021 | 33.48% |
August 31, 2021 | 33.48% |
July 31, 2021 | 33.48% |
June 30, 2021 | 33.48% |
May 31, 2021 | 33.48% |
April 30, 2021 | 33.48% |
March 31, 2021 | 33.48% |
February 28, 2021 | 33.48% |
January 31, 2021 | 33.48% |
December 31, 2020 | 33.48% |
November 30, 2020 | 33.48% |
October 31, 2020 | 33.48% |
September 30, 2020 | 33.48% |
August 31, 2020 | 33.48% |
July 31, 2020 | 33.48% |
June 30, 2020 | 33.48% |
May 31, 2020 | 33.48% |
April 30, 2020 | 33.48% |
March 31, 2020 | 33.48% |
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
33.48%
Minimum
May 2019
36.56%
Maximum
Jul 2022
34.64%
Average
33.48%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
PhenixFIN Corp | 94.46% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.09 |
Beta (5Y) | 0.6714 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.41% |
Historical Sharpe Ratio (5Y) | 0.8169 |
Historical Sortino (5Y) | 1.532 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.50% |