Hamilton Lane Inc (HLNE)
178.65
-1.25
(-0.69%)
USD |
NASDAQ |
Nov 04, 16:00
176.12
-2.53
(-1.42%)
After-Hours: 04:24
Hamilton Lane Max Drawdown (5Y): 48.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 48.45% |
September 30, 2024 | 48.45% |
August 31, 2024 | 48.45% |
July 31, 2024 | 48.45% |
June 30, 2024 | 48.45% |
May 31, 2024 | 48.45% |
April 30, 2024 | 48.45% |
March 31, 2024 | 48.45% |
February 29, 2024 | 48.45% |
January 31, 2024 | 48.45% |
December 31, 2023 | 48.45% |
November 30, 2023 | 48.45% |
October 31, 2023 | 48.45% |
September 30, 2023 | 48.45% |
August 31, 2023 | 48.45% |
July 31, 2023 | 48.45% |
June 30, 2023 | 48.45% |
May 31, 2023 | 48.45% |
April 30, 2023 | 48.45% |
March 31, 2023 | 48.45% |
February 28, 2023 | 48.45% |
January 31, 2023 | 48.45% |
December 31, 2022 | 48.45% |
November 30, 2022 | 48.45% |
October 31, 2022 | 48.45% |
Date | Value |
---|---|
September 30, 2022 | 46.40% |
August 31, 2022 | 44.57% |
July 31, 2022 | 44.57% |
June 30, 2022 | 44.57% |
May 31, 2022 | 43.81% |
April 30, 2022 | 43.33% |
March 31, 2022 | 43.33% |
February 28, 2022 | 43.33% |
January 31, 2022 | 43.33% |
December 31, 2021 | 43.33% |
November 30, 2021 | 43.33% |
October 31, 2021 | 43.33% |
September 30, 2021 | 43.33% |
August 31, 2021 | 43.33% |
July 31, 2021 | 43.33% |
June 30, 2021 | 43.33% |
May 31, 2021 | 43.33% |
April 30, 2021 | 43.33% |
March 31, 2021 | 43.33% |
February 28, 2021 | 43.33% |
January 31, 2021 | 43.33% |
December 31, 2020 | 43.33% |
November 30, 2020 | 43.33% |
October 31, 2020 | 43.33% |
September 30, 2020 | 43.33% |
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
36.29%
Minimum
Nov 2019
48.45%
Maximum
Oct 2022
45.12%
Average
43.57%
Median
Max Drawdown (5Y) Benchmarks
B. Riley Financial Inc | 93.97% |
Blue Owl Capital Inc | -- |
US Global Investors Inc | 87.00% |
Principal Financial Group Inc | 64.71% |
SEI Investments Co | 51.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.414 |
Beta (5Y) | 1.182 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.72% |
Historical Sharpe Ratio (5Y) | 0.6907 |
Historical Sortino (5Y) | 1.169 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.20% |