HubSpot Inc (HUBS)
653.27
+20.23
(+3.20%)
USD |
NYSE |
Apr 23, 15:37
HubSpot Max Drawdown (5Y): 69.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 53.79% |
| July 31, 2020 | 53.79% |
| June 30, 2020 | 53.79% |
| May 31, 2020 | 53.79% |
| April 30, 2020 | 53.79% |
| March 31, 2020 | 53.79% |
| February 29, 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
58.66%
Average
53.79%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Klaviyo Inc | -- |
| The Trade Desk Inc | 64.27% |
| MongoDB Inc | 76.52% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.710 |
| Beta (5Y) | 1.585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.97% |
| Historical Sharpe Ratio (5Y) | 0.5571 |
| Historical Sortino (5Y) | 0.8692 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.46% |