Hudson Global Inc (HSON)
15.00
-0.05
(-0.35%)
USD |
NASDAQ |
Nov 04, 16:00
15.10
+0.10
(+0.67%)
After-Hours: 20:00
Hudson Global Max Drawdown (5Y): 77.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.02% |
| September 30, 2024 | 77.02% |
| August 31, 2024 | 77.02% |
| July 31, 2024 | 77.02% |
| June 30, 2024 | 77.02% |
| May 31, 2024 | 77.02% |
| April 30, 2024 | 77.02% |
| March 31, 2024 | 77.02% |
| February 29, 2024 | 77.02% |
| January 31, 2024 | 77.02% |
| December 31, 2023 | 77.02% |
| November 30, 2023 | 77.02% |
| October 31, 2023 | 77.02% |
| September 30, 2023 | 77.02% |
| August 31, 2023 | 77.02% |
| July 31, 2023 | 77.02% |
| June 30, 2023 | 77.02% |
| May 31, 2023 | 77.02% |
| April 30, 2023 | 77.02% |
| March 31, 2023 | 77.02% |
| February 28, 2023 | 77.02% |
| January 31, 2023 | 77.02% |
| December 31, 2022 | 77.02% |
| November 30, 2022 | 77.02% |
| October 31, 2022 | 77.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.02% |
| August 31, 2022 | 77.02% |
| July 31, 2022 | 77.02% |
| June 30, 2022 | 77.02% |
| May 31, 2022 | 77.02% |
| April 30, 2022 | 77.02% |
| March 31, 2022 | 77.02% |
| February 28, 2022 | 77.02% |
| January 31, 2022 | 77.02% |
| December 31, 2021 | 78.35% |
| November 30, 2021 | 79.21% |
| October 31, 2021 | 79.21% |
| September 30, 2021 | 79.21% |
| August 31, 2021 | 79.21% |
| July 31, 2021 | 79.21% |
| June 30, 2021 | 79.21% |
| May 31, 2021 | 79.21% |
| April 30, 2021 | 79.21% |
| March 31, 2021 | 79.21% |
| February 28, 2021 | 79.21% |
| January 31, 2021 | 79.21% |
| December 31, 2020 | 79.21% |
| November 30, 2020 | 79.21% |
| October 31, 2020 | 79.21% |
| September 30, 2020 | 79.21% |
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
77.02%
Minimum
Jan 2022
79.21%
Maximum
Nov 2019
77.95%
Average
77.02%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Barrett Business Services Inc | 69.53% |
| ManpowerGroup Inc | 60.16% |
| TrueBlue Inc | 78.46% |
| Insperity Inc | 81.72% |
| Trinet Group Inc | 61.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.615 |
| Beta (5Y) | 0.5851 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.77% |
| Historical Sharpe Ratio (5Y) | 0.0746 |
| Historical Sortino (5Y) | 0.1464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.97% |