HG Holdings Inc (STLY)
5.25
-0.50
(-8.70%)
USD |
OTCM |
May 06, 15:32
HG Holdings Max Drawdown (5Y): 84.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 86.14% |
July 31, 2020 | 86.14% |
June 30, 2020 | 86.14% |
May 31, 2020 | 86.14% |
April 30, 2020 | 86.14% |
March 31, 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
May 2019
85.96%
Average
86.14%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.399 |
Beta (5Y) | 0.5048 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.24% |
Historical Sharpe Ratio (5Y) | -0.129 |
Historical Sortino (5Y) | -0.2305 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.54% |