Houlihan Lokey Inc (HLI)
188.74
+0.08
(+0.04%)
USD |
NYSE |
Nov 22, 16:00
188.80
+0.06
(+0.03%)
Pre-Market: 20:00
Houlihan Lokey Max Drawdown (5Y): 36.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.56% |
| September 30, 2024 | 36.56% |
| August 31, 2024 | 36.56% |
| July 31, 2024 | 36.56% |
| June 30, 2024 | 36.56% |
| May 31, 2024 | 36.56% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
36.56%
Maximum
Jul 2022
34.95%
Average
33.48%
Median
Nov 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) | 21.55 |
| Beta (5Y) | 0.6530 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.51% |
| Historical Sharpe Ratio (5Y) | 1.131 |
| Historical Sortino (5Y) | 2.104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.50% |