Heidrick & Struggles International Inc (HSII)
46.59
+1.60
(+3.56%)
USD |
NASDAQ |
Nov 21, 16:00
46.62
+0.03
(+0.06%)
Pre-Market: 20:00
Heidrick & Struggles International Max Drawdown (5Y): 57.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.86% |
| September 30, 2024 | 57.86% |
| August 31, 2024 | 57.86% |
| July 31, 2024 | 57.86% |
| June 30, 2024 | 57.86% |
| May 31, 2024 | 57.86% |
| April 30, 2024 | 57.86% |
| March 31, 2024 | 57.86% |
| February 29, 2024 | 57.86% |
| January 31, 2024 | 57.86% |
| December 31, 2023 | 57.86% |
| November 30, 2023 | 57.86% |
| October 31, 2023 | 57.86% |
| September 30, 2023 | 57.86% |
| August 31, 2023 | 57.86% |
| July 31, 2023 | 57.86% |
| June 30, 2023 | 57.86% |
| May 31, 2023 | 57.86% |
| April 30, 2023 | 57.86% |
| March 31, 2023 | 57.86% |
| February 28, 2023 | 57.86% |
| January 31, 2023 | 57.86% |
| December 31, 2022 | 57.86% |
| November 30, 2022 | 57.86% |
| October 31, 2022 | 57.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.86% |
| August 31, 2022 | 57.86% |
| July 31, 2022 | 57.86% |
| June 30, 2022 | 57.86% |
| May 31, 2022 | 57.86% |
| April 30, 2022 | 57.86% |
| March 31, 2022 | 57.86% |
| February 28, 2022 | 57.86% |
| January 31, 2022 | 57.86% |
| December 31, 2021 | 57.86% |
| November 30, 2021 | 57.86% |
| October 31, 2021 | 57.86% |
| September 30, 2021 | 57.86% |
| August 31, 2021 | 57.86% |
| July 31, 2021 | 57.86% |
| June 30, 2021 | 57.86% |
| May 31, 2021 | 57.86% |
| April 30, 2021 | 57.86% |
| March 31, 2021 | 57.86% |
| February 28, 2021 | 57.86% |
| January 31, 2021 | 57.86% |
| December 31, 2020 | 57.86% |
| November 30, 2020 | 57.86% |
| October 31, 2020 | 57.86% |
| September 30, 2020 | 57.86% |
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
44.36%
Minimum
Nov 2019
57.86%
Maximum
Mar 2020
57.07%
Average
57.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Korn Ferry | 67.07% |
| GEE Group Inc | 98.33% |
| Kelly Services Inc | 66.08% |
| Mastech Digital Inc | 74.78% |
| HireQuest Inc | 58.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.669 |
| Beta (5Y) | 0.8523 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.72% |
| Historical Sharpe Ratio (5Y) | 0.1996 |
| Historical Sortino (5Y) | 0.3198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.55% |