Hub Group Inc (HUBG)
43.25
-0.14
(-0.32%)
USD |
NASDAQ |
Nov 01, 16:00
43.26
+0.01
(+0.02%)
After-Hours: 20:00
Hub Group Max Drawdown (5Y): 37.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 37.59% |
September 30, 2024 | 37.59% |
August 31, 2024 | 37.59% |
July 31, 2024 | 37.59% |
June 30, 2024 | 37.59% |
May 31, 2024 | 37.59% |
April 30, 2024 | 37.59% |
March 31, 2024 | 37.59% |
February 29, 2024 | 37.59% |
January 31, 2024 | 37.59% |
December 31, 2023 | 37.59% |
November 30, 2023 | 37.59% |
October 31, 2023 | 37.59% |
September 30, 2023 | 37.59% |
August 31, 2023 | 37.59% |
July 31, 2023 | 37.59% |
June 30, 2023 | 37.59% |
May 31, 2023 | 37.59% |
April 30, 2023 | 37.59% |
March 31, 2023 | 37.59% |
February 28, 2023 | 37.59% |
January 31, 2023 | 37.59% |
December 31, 2022 | 37.59% |
November 30, 2022 | 37.59% |
October 31, 2022 | 37.59% |
Date | Value |
---|---|
September 30, 2022 | 37.59% |
August 31, 2022 | 37.59% |
July 31, 2022 | 37.59% |
June 30, 2022 | 37.59% |
May 31, 2022 | 37.59% |
April 30, 2022 | 37.59% |
March 31, 2022 | 37.59% |
February 28, 2022 | 37.59% |
January 31, 2022 | 37.59% |
December 31, 2021 | 37.59% |
November 30, 2021 | 37.59% |
October 31, 2021 | 37.59% |
September 30, 2021 | 37.59% |
August 31, 2021 | 37.59% |
July 31, 2021 | 37.59% |
June 30, 2021 | 37.59% |
May 31, 2021 | 37.59% |
April 30, 2021 | 37.59% |
March 31, 2021 | 37.59% |
February 28, 2021 | 37.59% |
January 31, 2021 | 37.59% |
December 31, 2020 | 37.59% |
November 30, 2020 | 41.90% |
October 31, 2020 | 44.51% |
September 30, 2020 | 44.51% |
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
37.59%
Minimum
Dec 2020
44.51%
Maximum
Nov 2019
39.05%
Average
37.59%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
C.H. Robinson Worldwide Inc | 40.56% |
Expeditors International of Washington Inc | 35.62% |
Forward Air Corp | 89.95% |
Air Transport Services Group Inc | 65.51% |
Radiant Logistics Inc | 60.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0138 |
Beta (5Y) | 0.8895 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.38% |
Historical Sharpe Ratio (5Y) | 0.3654 |
Historical Sortino (5Y) | 0.5757 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |