Mastech Digital Inc (MHH)

15.08 +0.10 (+0.67%) USD  |  NYAM  |  Dec 24, 16:00
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Mastech Digital Max Drawdown (5Y): 74.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 1.348
Beta (5Y) 0.5940
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.83%
Historical Sharpe Ratio (5Y) 0.1862
Historical Sortino (5Y) 0.3871
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.76%