Hubbell Inc (HUBB)
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Nov 04, 16:00
425.00
+0.08
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Pre-Market: 20:00
Hubbell Max Drawdown (5Y): 41.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 41.62% |
September 30, 2024 | 41.62% |
August 31, 2024 | 41.62% |
July 31, 2024 | 41.62% |
June 30, 2024 | 41.62% |
May 31, 2024 | 41.62% |
April 30, 2024 | 41.62% |
March 31, 2024 | 41.62% |
February 29, 2024 | 41.62% |
January 31, 2024 | 41.62% |
December 31, 2023 | 41.62% |
November 30, 2023 | 41.62% |
October 31, 2023 | 41.62% |
September 30, 2023 | 41.62% |
August 31, 2023 | 41.62% |
July 31, 2023 | 41.62% |
June 30, 2023 | 41.62% |
May 31, 2023 | 41.62% |
April 30, 2023 | 41.62% |
March 31, 2023 | 41.62% |
February 28, 2023 | 41.62% |
January 31, 2023 | 41.62% |
December 31, 2022 | 41.62% |
November 30, 2022 | 41.62% |
October 31, 2022 | 41.62% |
Date | Value |
---|---|
September 30, 2022 | 41.62% |
August 31, 2022 | 41.62% |
July 31, 2022 | 41.62% |
June 30, 2022 | 41.62% |
May 31, 2022 | 41.62% |
April 30, 2022 | 41.62% |
March 31, 2022 | 41.62% |
February 28, 2022 | 41.62% |
January 31, 2022 | 41.62% |
December 31, 2021 | 41.62% |
November 30, 2021 | 41.62% |
October 31, 2021 | 41.62% |
September 30, 2021 | 41.62% |
August 31, 2021 | 41.62% |
July 31, 2021 | 41.62% |
June 30, 2021 | 41.62% |
May 31, 2021 | 41.62% |
April 30, 2021 | 41.62% |
March 31, 2021 | 41.62% |
February 28, 2021 | 41.62% |
January 31, 2021 | 41.62% |
December 31, 2020 | 41.62% |
November 30, 2020 | 41.62% |
October 31, 2020 | 41.62% |
September 30, 2020 | 41.62% |
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
33.00%
Minimum
Nov 2019
41.62%
Maximum
Mar 2020
41.04%
Average
41.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kimball Electronics Inc | 54.28% |
Espey Manufacturing & Electronics Corp | 54.31% |
Orbit International Corp | 57.07% |
Illinois Tool Works Inc | 37.85% |
Lennox International Inc | 46.87% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.17 |
Beta (5Y) | 0.9027 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.99% |
Historical Sharpe Ratio (5Y) | 0.8869 |
Historical Sortino (5Y) | 1.432 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.47% |