Mastech Digital Inc (MHH)
10.15
+0.34
(+3.43%)
USD |
NYAM |
Nov 04, 16:00
10.00
-0.15
(-1.45%)
After-Hours: 20:00
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 | 58.82% |
| May 31, 2022 | 58.82% |
| April 30, 2022 | 66.26% |
| 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% |
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
74.78%
Maximum
Jul 2024
67.16%
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% |