Hudson Global Inc (HSON)

13.88 -0.32 (-2.25%) USD  |  NASDAQ  |  Dec 24, 16:00
More

Hudson Global Max Drawdown (5Y): 77.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for HSON.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Barrett Business Services Inc 69.53%
ManpowerGroup Inc 60.16%
TrueBlue Inc 79.35%
Insperity Inc 81.72%
Trinet Group Inc 61.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.882
Beta (5Y) 0.5587
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 52.88%
Historical Sharpe Ratio (5Y) 0.0299
Historical Sortino (5Y) 0.0591
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.97%