HubSpot Inc (HUBS)
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Nov 05, 09:48
HubSpot Max Drawdown (5Y): 69.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 69.95% |
September 30, 2024 | 69.95% |
August 31, 2024 | 69.95% |
July 31, 2024 | 69.95% |
June 30, 2024 | 69.95% |
May 31, 2024 | 69.95% |
April 30, 2024 | 69.95% |
March 31, 2024 | 69.95% |
February 29, 2024 | 69.95% |
January 31, 2024 | 69.95% |
December 31, 2023 | 69.95% |
November 30, 2023 | 69.95% |
October 31, 2023 | 69.95% |
September 30, 2023 | 69.95% |
August 31, 2023 | 69.95% |
July 31, 2023 | 69.95% |
June 30, 2023 | 69.95% |
May 31, 2023 | 69.95% |
April 30, 2023 | 69.95% |
March 31, 2023 | 69.95% |
February 28, 2023 | 69.95% |
January 31, 2023 | 69.95% |
December 31, 2022 | 69.95% |
November 30, 2022 | 69.95% |
October 31, 2022 | 69.95% |
Date | Value |
---|---|
September 30, 2022 | 69.02% |
August 31, 2022 | 69.02% |
July 31, 2022 | 69.02% |
June 30, 2022 | 66.93% |
May 31, 2022 | 63.86% |
April 30, 2022 | 56.69% |
March 31, 2022 | 54.74% |
February 28, 2022 | 49.90% |
January 31, 2022 | 49.90% |
December 31, 2021 | 48.89% |
November 30, 2021 | 48.89% |
October 31, 2021 | 48.89% |
September 30, 2021 | 48.89% |
August 31, 2021 | 48.89% |
July 31, 2021 | 48.89% |
June 30, 2021 | 48.89% |
May 31, 2021 | 48.89% |
April 30, 2021 | 48.89% |
March 31, 2021 | 48.89% |
February 28, 2021 | 48.89% |
January 31, 2021 | 48.89% |
December 31, 2020 | 48.89% |
November 30, 2020 | 53.79% |
October 31, 2020 | 53.79% |
September 30, 2020 | 53.79% |
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
48.89%
Minimum
Dec 2020
69.95%
Maximum
Oct 2022
60.54%
Average
60.28%
Median
Max Drawdown (5Y) Benchmarks
Amdocs Ltd | 39.36% |
CDW Corp | 44.83% |
Science Applications International Corp | 45.92% |
Zeta Global Holdings Corp | -- |
AppLovin Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.624 |
Beta (5Y) | 1.630 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.68% |
Historical Sharpe Ratio (5Y) | 0.5262 |
Historical Sortino (5Y) | 0.8113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.29% |