Hamilton Lane Inc (HLNE)
198.36
+3.88
(+2.00%)
USD |
NASDAQ |
Nov 21, 16:00
198.36
0.00 (0.00%)
After-Hours: 20:00
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% |
| Franklin Resources Inc | 64.49% |
| Blue Owl Capital Inc | -- |
| US Global Investors Inc | 87.00% |
| Principal Financial Group Inc | 64.71% |
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% |