Huron Consulting Group Inc (HURN)

121.97 +1.80 (+1.50%) USD  |  NASDAQ  |  Dec 20, 16:00
121.57 -0.40 (-0.33%) After-Hours: 20:00
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Huron Consulting Group Max Drawdown (5Y): 49.71% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Booz Allen Hamilton Holding Corp 27.44%
FTI Consulting Inc 31.73%
ICF International Inc 45.83%
Maximus Inc 40.41%
Initio Inc 99.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.384
Beta (5Y) 0.6045
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.92%
Historical Sharpe Ratio (5Y) 0.3177
Historical Sortino (5Y) 0.4834
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.17%