Huron Consulting Group Inc (HURN)
122.01
+1.45
(+1.20%)
USD |
NASDAQ |
Nov 21, 16:00
121.90
-0.11
(-0.09%)
After-Hours: 20:00
Huron Consulting Group Max Drawdown (5Y): 49.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.71% |
| September 30, 2024 | 49.71% |
| August 31, 2024 | 49.71% |
| July 31, 2024 | 49.71% |
| June 30, 2024 | 49.71% |
| May 31, 2024 | 49.71% |
| April 30, 2024 | 49.71% |
| March 31, 2024 | 49.71% |
| February 29, 2024 | 49.71% |
| January 31, 2024 | 49.71% |
| December 31, 2023 | 49.71% |
| November 30, 2023 | 49.71% |
| October 31, 2023 | 49.71% |
| September 30, 2023 | 49.71% |
| August 31, 2023 | 49.71% |
| July 31, 2023 | 49.71% |
| June 30, 2023 | 49.71% |
| May 31, 2023 | 49.71% |
| April 30, 2023 | 55.84% |
| March 31, 2023 | 55.84% |
| February 28, 2023 | 55.84% |
| January 31, 2023 | 55.84% |
| December 31, 2022 | 55.84% |
| November 30, 2022 | 55.84% |
| October 31, 2022 | 55.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.84% |
| August 31, 2022 | 61.23% |
| July 31, 2022 | 61.61% |
| June 30, 2022 | 61.61% |
| May 31, 2022 | 61.61% |
| April 30, 2022 | 61.61% |
| March 31, 2022 | 61.61% |
| February 28, 2022 | 61.61% |
| January 31, 2022 | 61.61% |
| December 31, 2021 | 61.61% |
| November 30, 2021 | 61.61% |
| October 31, 2021 | 61.61% |
| September 30, 2021 | 61.61% |
| August 31, 2021 | 61.61% |
| July 31, 2021 | 61.61% |
| June 30, 2021 | 61.61% |
| May 31, 2021 | 61.61% |
| April 30, 2021 | 61.61% |
| March 31, 2021 | 61.61% |
| February 28, 2021 | 61.61% |
| January 31, 2021 | 61.61% |
| December 31, 2020 | 61.61% |
| November 30, 2020 | 61.61% |
| October 31, 2020 | 61.61% |
| September 30, 2020 | 61.61% |
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
49.71%
Minimum
May 2023
61.61%
Maximum
Nov 2019
57.26%
Average
61.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| 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) | 1.771 |
| Beta (5Y) | 0.5969 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.21% |
| Historical Sharpe Ratio (5Y) | 0.2942 |
| Historical Sortino (5Y) | 0.4404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |