Mastech Digital Inc (MHH)
14.08
+0.78
(+5.86%)
USD |
NYAM |
Nov 21, 16:00
14.73
+0.65
(+4.62%)
Pre-Market: 08:39
Mastech Digital Max Drawdown (5Y): 74.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.78% |
September 30, 2024 | 74.78% |
August 31, 2024 | 74.78% |
July 31, 2024 | 74.78% |
June 30, 2024 | 74.75% |
May 31, 2024 | 72.97% |
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% |
Date | Value |
---|---|
September 30, 2022 | 58.82% |
August 31, 2022 | 58.82% |
July 31, 2022 | 58.82% |
June 30, 2022 | 66.26% |
May 31, 2022 | 66.32% |
April 30, 2022 | 66.32% |
March 31, 2022 | 66.32% |
February 28, 2022 | 66.32% |
January 31, 2022 | 66.77% |
December 31, 2021 | 66.77% |
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% |
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
Jul 2022
74.78%
Maximum
Jul 2024
67.43%
Average
66.77%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Heidrick & Struggles International Inc | 57.86% |
GEE Group Inc | 98.33% |
Kelly Services Inc | 66.08% |
HireQuest Inc | 58.48% |
Staffing 360 Solutions Inc | 99.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.907 |
Beta (5Y) | 0.4643 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.88% |
Historical Sharpe Ratio (5Y) | 0.0645 |
Historical Sortino (5Y) | 0.1288 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.76% |