Hudson Global Inc (HSON)
16.85
+0.35
(+2.12%)
USD |
NASDAQ |
May 01, 16:00
16.85
0.00 (0.00%)
After-Hours: 18:29
Hudson Global Max Drawdown (5Y): 77.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 79.21% |
July 31, 2020 | 79.21% |
June 30, 2020 | 79.21% |
May 31, 2020 | 79.21% |
April 30, 2020 | 79.21% |
March 31, 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
May 2019
78.17%
Average
79.21%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Barrett Business Services Inc | 69.53% |
ManpowerGroup Inc | 60.15% |
TrueBlue Inc | 68.19% |
Insperity Inc | 81.72% |
Trinet Group Inc | 61.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.221 |
Beta (5Y) | 0.6207 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.56% |
Historical Sharpe Ratio (5Y) | -0.0248 |
Historical Sortino (5Y) | -0.0476 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.97% |