Diamond Hill Large Cap I (DHLRX)
30.29
+0.97 (+3.31%)
USD |
Jun 24 2022
DHLRX Max Drawdown (5Y): 38.88% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 38.88% |
| April 30, 2022 | 38.88% |
| March 31, 2022 | 38.88% |
| February 28, 2022 | 38.88% |
| January 31, 2022 | 38.88% |
| December 31, 2021 | 38.88% |
| November 30, 2021 | 38.88% |
| October 31, 2021 | 38.88% |
| September 30, 2021 | 38.88% |
| August 31, 2021 | 38.88% |
| July 31, 2021 | 38.88% |
| June 30, 2021 | 38.88% |
| May 31, 2021 | 38.88% |
| April 30, 2021 | 38.88% |
| March 31, 2021 | 38.88% |
| February 28, 2021 | 38.88% |
| January 31, 2021 | 38.88% |
| December 31, 2020 | 38.88% |
| November 30, 2020 | 38.88% |
| October 31, 2020 | 38.88% |
| September 30, 2020 | 38.88% |
| August 31, 2020 | 38.88% |
| July 31, 2020 | 38.88% |
| June 30, 2020 | 38.88% |
| May 31, 2020 | 38.88% |
| Date | Value |
|---|---|
| April 30, 2020 | 38.88% |
| March 31, 2020 | 38.88% |
| February 29, 2020 | 20.10% |
| January 31, 2020 | 20.10% |
| December 31, 2019 | 20.10% |
| November 30, 2019 | 20.10% |
| October 31, 2019 | 20.10% |
| September 30, 2019 | 20.10% |
| August 31, 2019 | 20.10% |
| July 31, 2019 | 20.10% |
| June 30, 2019 | 20.10% |
| May 31, 2019 | 20.10% |
| April 30, 2019 | 20.10% |
| March 31, 2019 | 20.10% |
| February 28, 2019 | 20.10% |
| January 31, 2019 | 20.10% |
| December 31, 2018 | 20.10% |
| November 30, 2018 | 15.64% |
| October 31, 2018 | 15.64% |
| September 30, 2018 | 15.64% |
| August 31, 2018 | 15.64% |
| July 31, 2018 | 15.64% |
| June 30, 2018 | 15.64% |
| May 31, 2018 | 15.64% |
| April 30, 2018 | 15.64% |
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
15.64%
Minimum
Jun 2017
38.88%
Maximum
Mar 2020
27.21%
Average
20.10%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.978 |
| Beta (5Y) | 1.036 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.00% |
| Historical Sharpe Ratio (5Y) | 0.6103 |
| Historical Sortino (5Y) | 0.6053 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.99% |