HG Holdings Inc (STLY)
5.13
-0.01
(-0.15%)
USD |
OTCM |
Nov 21, 16:00
HG Holdings Max Drawdown (5Y): 84.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.52% |
| September 30, 2024 | 84.52% |
| August 31, 2024 | 84.52% |
| July 31, 2024 | 84.52% |
| June 30, 2024 | 84.52% |
| May 31, 2024 | 84.52% |
| April 30, 2024 | 84.52% |
| March 31, 2024 | 84.52% |
| February 29, 2024 | 84.52% |
| January 31, 2024 | 84.52% |
| December 31, 2023 | 84.52% |
| November 30, 2023 | 84.52% |
| October 31, 2023 | 85.04% |
| September 30, 2023 | 86.14% |
| August 31, 2023 | 86.14% |
| July 31, 2023 | 86.14% |
| June 30, 2023 | 86.14% |
| May 31, 2023 | 86.14% |
| April 30, 2023 | 86.14% |
| March 31, 2023 | 86.14% |
| February 28, 2023 | 86.14% |
| January 31, 2023 | 86.14% |
| December 31, 2022 | 86.14% |
| November 30, 2022 | 86.14% |
| October 31, 2022 | 86.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.14% |
| August 31, 2022 | 86.14% |
| July 31, 2022 | 86.14% |
| June 30, 2022 | 86.14% |
| May 31, 2022 | 86.14% |
| April 30, 2022 | 86.14% |
| March 31, 2022 | 86.14% |
| February 28, 2022 | 86.14% |
| January 31, 2022 | 86.14% |
| December 31, 2021 | 86.14% |
| November 30, 2021 | 86.14% |
| October 31, 2021 | 86.14% |
| September 30, 2021 | 86.14% |
| August 31, 2021 | 86.14% |
| July 31, 2021 | 86.14% |
| June 30, 2021 | 86.14% |
| May 31, 2021 | 86.14% |
| April 30, 2021 | 86.14% |
| March 31, 2021 | 86.14% |
| February 28, 2021 | 86.14% |
| January 31, 2021 | 86.14% |
| December 31, 2020 | 86.14% |
| November 30, 2020 | 86.14% |
| October 31, 2020 | 86.14% |
| September 30, 2020 | 86.14% |
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
84.52%
Minimum
Nov 2023
86.14%
Maximum
Nov 2019
85.80%
Average
86.14%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| First American Financial Corp | 50.13% |
| Fidelity National Financial Inc | 56.11% |
| Investors Title Co | 43.79% |
| Stewart Information Services Corp | 53.49% |
| Atlantic American Corp | 77.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.28 |
| Beta (5Y) | 0.6191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.52% |
| Historical Sharpe Ratio (5Y) | -0.1452 |
| Historical Sortino (5Y) | -0.258 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |