Westwood Holdings Group Inc (WHG)
14.48
-0.12
(-0.82%)
USD |
NYSE |
Nov 05, 11:29
Westwood Holdings Group Max Drawdown (5Y): 83.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.72% |
| September 30, 2024 | 83.72% |
| August 31, 2024 | 83.72% |
| July 31, 2024 | 83.72% |
| June 30, 2024 | 83.72% |
| May 31, 2024 | 83.72% |
| April 30, 2024 | 83.72% |
| March 31, 2024 | 83.72% |
| February 29, 2024 | 83.72% |
| January 31, 2024 | 83.72% |
| December 31, 2023 | 83.72% |
| November 30, 2023 | 83.72% |
| October 31, 2023 | 83.72% |
| September 30, 2023 | 83.72% |
| August 31, 2023 | 83.72% |
| July 31, 2023 | 83.72% |
| June 30, 2023 | 83.72% |
| May 31, 2023 | 83.72% |
| April 30, 2023 | 83.72% |
| March 31, 2023 | 83.72% |
| February 28, 2023 | 83.72% |
| January 31, 2023 | 83.72% |
| December 31, 2022 | 83.72% |
| November 30, 2022 | 83.72% |
| October 31, 2022 | 83.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.72% |
| August 31, 2022 | 83.72% |
| July 31, 2022 | 83.72% |
| June 30, 2022 | 83.72% |
| May 31, 2022 | 83.72% |
| April 30, 2022 | 83.72% |
| March 31, 2022 | 83.72% |
| February 28, 2022 | 83.72% |
| January 31, 2022 | 83.72% |
| December 31, 2021 | 83.72% |
| November 30, 2021 | 83.72% |
| October 31, 2021 | 83.72% |
| September 30, 2021 | 83.72% |
| August 31, 2021 | 83.72% |
| July 31, 2021 | 83.72% |
| June 30, 2021 | 83.72% |
| May 31, 2021 | 83.72% |
| April 30, 2021 | 83.72% |
| March 31, 2021 | 83.72% |
| February 28, 2021 | 83.72% |
| January 31, 2021 | 83.72% |
| December 31, 2020 | 83.72% |
| November 30, 2020 | 83.72% |
| October 31, 2020 | 83.72% |
| September 30, 2020 | 81.38% |
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
57.22%
Minimum
Nov 2019
83.72%
Maximum
Oct 2020
81.69%
Average
83.72%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| CaliberCos Inc | -- |
| Diamond Hill Investment Group Inc | 57.66% |
| Oaktree Specialty Lending Corp | 57.20% |
| Cohen & Co Inc | 89.93% |
| The Marygold Companies Inc | 83.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.95 |
| Beta (5Y) | 1.135 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.64% |
| Historical Sharpe Ratio (5Y) | -0.1995 |
| Historical Sortino (5Y) | -0.347 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.61% |