Mastech Digital Inc (MHH)
8.36
+0.26
(+3.21%)
USD |
NYAM |
May 03, 16:00
9.43
+1.07
(+12.80%)
After-Hours: 20:00
Mastech Digital Max Drawdown (5Y): 72.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.38% |
March 31, 2024 | 72.38% |
February 29, 2024 | 72.38% |
January 31, 2024 | 72.38% |
December 31, 2023 | 72.38% |
November 30, 2023 | 71.36% |
October 31, 2023 | 70.11% |
September 30, 2023 | 70.11% |
August 31, 2023 | 70.11% |
July 31, 2023 | 70.11% |
June 30, 2023 | 70.11% |
May 31, 2023 | 70.11% |
April 30, 2023 | 70.11% |
March 31, 2023 | 61.60% |
February 28, 2023 | 61.60% |
January 31, 2023 | 61.60% |
December 31, 2022 | 61.60% |
November 30, 2022 | 58.82% |
October 31, 2022 | 58.82% |
September 30, 2022 | 58.82% |
August 31, 2022 | 58.82% |
July 31, 2022 | 58.82% |
June 30, 2022 | 58.82% |
May 31, 2022 | 58.82% |
April 30, 2022 | 66.26% |
Date | Value |
---|---|
March 31, 2022 | 66.32% |
February 28, 2022 | 66.32% |
January 31, 2022 | 66.32% |
December 31, 2021 | 66.32% |
November 30, 2021 | 66.77% |
October 31, 2021 | 66.77% |
September 30, 2021 | 66.77% |
August 31, 2021 | 66.77% |
July 31, 2021 | 66.77% |
June 30, 2021 | 66.77% |
May 31, 2021 | 66.77% |
April 30, 2021 | 66.77% |
March 31, 2021 | 66.77% |
February 28, 2021 | 66.77% |
January 31, 2021 | 66.77% |
December 31, 2020 | 66.77% |
November 30, 2020 | 66.77% |
October 31, 2020 | 66.77% |
September 30, 2020 | 66.77% |
August 31, 2020 | 66.77% |
July 31, 2020 | 66.77% |
June 30, 2020 | 66.77% |
May 31, 2020 | 66.77% |
April 30, 2020 | 66.77% |
March 31, 2020 | 66.77% |
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
58.82%
Minimum
May 2022
72.38%
Maximum
Dec 2023
66.39%
Average
66.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Heidrick & Struggles International Inc | 57.86% |
GEE Group Inc | 98.33% |
Kelly Services Inc | 66.08% |
HireQuest Inc | 57.33% |
Staffing 360 Solutions Inc | 99.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2062 |
Beta (5Y) | 0.5296 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.57% |
Historical Sharpe Ratio (5Y) | 0.1184 |
Historical Sortino (5Y) | 0.2479 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.76% |