Huron Consulting Group Inc (HURN)
87.00
-0.12
(-0.14%)
USD |
NASDAQ |
May 15, 15:10
Huron Consulting Group Max Drawdown (5Y): 49.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.71% |
March 31, 2024 | 49.71% |
February 29, 2024 | 49.71% |
January 31, 2024 | 49.71% |
December 31, 2023 | 49.71% |
November 30, 2023 | 49.71% |
October 31, 2023 | 49.71% |
September 30, 2023 | 49.71% |
August 31, 2023 | 49.71% |
July 31, 2023 | 49.71% |
June 30, 2023 | 49.71% |
May 31, 2023 | 49.71% |
April 30, 2023 | 49.71% |
March 31, 2023 | 49.71% |
February 28, 2023 | 55.84% |
January 31, 2023 | 55.84% |
December 31, 2022 | 55.84% |
November 30, 2022 | 55.84% |
October 31, 2022 | 55.84% |
September 30, 2022 | 55.84% |
August 31, 2022 | 55.84% |
July 31, 2022 | 55.84% |
June 30, 2022 | 61.23% |
May 31, 2022 | 61.61% |
April 30, 2022 | 61.61% |
Date | Value |
---|---|
March 31, 2022 | 61.61% |
February 28, 2022 | 61.61% |
January 31, 2022 | 61.61% |
December 31, 2021 | 61.61% |
November 30, 2021 | 61.61% |
October 31, 2021 | 61.61% |
September 30, 2021 | 61.61% |
August 31, 2021 | 61.61% |
July 31, 2021 | 61.61% |
June 30, 2021 | 61.61% |
May 31, 2021 | 61.61% |
April 30, 2021 | 61.61% |
March 31, 2021 | 61.61% |
February 28, 2021 | 61.61% |
January 31, 2021 | 61.61% |
December 31, 2020 | 61.61% |
November 30, 2020 | 61.61% |
October 31, 2020 | 61.61% |
September 30, 2020 | 61.61% |
August 31, 2020 | 61.61% |
July 31, 2020 | 61.61% |
June 30, 2020 | 61.61% |
May 31, 2020 | 61.61% |
April 30, 2020 | 61.61% |
March 31, 2020 | 61.61% |
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
49.71%
Minimum
Mar 2023
61.61%
Maximum
May 2019
58.06%
Average
61.61%
Median
May 2019
Max Drawdown (5Y) Benchmarks
FTI Consulting Inc | 31.73% |
ICF International Inc | 45.83% |
Maximus Inc | 40.41% |
Booz Allen Hamilton Holding Corp | 27.44% |
Initio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.439 |
Beta (5Y) | 0.5885 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.32% |
Historical Sharpe Ratio (5Y) | 0.3712 |
Historical Sortino (5Y) | 0.5469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |