JB Hunt Transport Services Inc (JBHT)
149.72
+1.77
(+1.20%)
USD |
NASDAQ |
Apr 01, 16:00
149.67
-0.05
(-0.03%)
After-Hours: 20:00
JB Hunt Transport Services Max Drawdown (5Y): 32.54% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| ArcBest Corp | 66.71% |
| Knight-Swift Transportation Holdings Inc | 39.82% |
| Werner Enterprises Inc | 39.15% |
| Heartland Express Inc | 57.48% |
| Landstar System Inc | 26.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.99 |
| Beta (5Y) | 1.267 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.92% |
| Historical Sharpe Ratio (5Y) | 0.3194 |
| Historical Sortino (5Y) | 0.5726 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.68% |