Houlihan Lokey, Inc. (HLI)
133.00
-0.73
(-0.55%)
USD |
NYSE |
Sep 16, 14:38
Houlihan Lokey Max Drawdown (5Y) : 40.30% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 40.30% |
| July 31, 2026 | 39.28% |
| June 30, 2026 | 36.56% |
| May 31, 2026 | 36.56% |
| April 30, 2026 | 36.56% |
| March 31, 2026 | 36.56% |
| February 28, 2026 | 36.56% |
| January 31, 2026 | 36.56% |
| December 31, 2025 | 36.56% |
| November 30, 2025 | 36.56% |
| October 31, 2025 | 36.56% |
| September 30, 2025 | 36.56% |
| August 31, 2025 | 36.56% |
| July 31, 2025 | 36.56% |
| June 30, 2025 | 36.56% |
| May 31, 2025 | 36.56% |
| April 30, 2025 | 36.56% |
| March 31, 2025 | 36.56% |
| February 28, 2025 | 36.56% |
| January 31, 2025 | 36.56% |
| December 31, 2024 | 36.56% |
| November 30, 2024 | 36.56% |
| October 31, 2024 | 36.56% |
| September 30, 2024 | 36.56% |
| August 31, 2024 | 36.56% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 36.56% |
| August 31, 2022 | 36.56% |
| July 31, 2022 | 36.56% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Morgan Stanley | 32.39% |
| The Goldman Sachs Group, Inc. | 32.82% |
| Evercore, Inc. | 49.63% |
| BGC Group, Inc. | 63.80% |
| The Bank of New York Mellon Corp. | 40.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.310 |
| Beta (5Y) | 0.9588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.00% |
| Historical Sharpe Ratio (5Y) | 0.2281 |
| Historical Sortino (5Y) | 0.4553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.91% |