JB Hunt Transport Services Inc (JBHT)
168.09
-14.90
(-8.14%)
USD |
NASDAQ |
Apr 17, 16:00
168.28
+0.19
(+0.11%)
After-Hours: 20:00
JB Hunt Transport Services Max Drawdown (5Y): 41.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.43% |
February 29, 2024 | 41.43% |
January 31, 2024 | 41.43% |
December 31, 2023 | 41.43% |
November 30, 2023 | 41.43% |
October 31, 2023 | 41.43% |
September 30, 2023 | 41.43% |
August 31, 2023 | 41.43% |
July 31, 2023 | 41.43% |
June 30, 2023 | 41.43% |
May 31, 2023 | 41.43% |
April 30, 2023 | 41.43% |
March 31, 2023 | 41.43% |
February 28, 2023 | 41.43% |
January 31, 2023 | 41.43% |
December 31, 2022 | 41.43% |
November 30, 2022 | 41.43% |
October 31, 2022 | 41.43% |
September 30, 2022 | 41.43% |
August 31, 2022 | 41.43% |
July 31, 2022 | 41.43% |
June 30, 2022 | 41.43% |
May 31, 2022 | 41.43% |
April 30, 2022 | 41.43% |
March 31, 2022 | 41.43% |
Date | Value |
---|---|
February 28, 2022 | 41.43% |
January 31, 2022 | 41.43% |
December 31, 2021 | 41.43% |
November 30, 2021 | 41.43% |
October 31, 2021 | 41.43% |
September 30, 2021 | 41.43% |
August 31, 2021 | 41.43% |
July 31, 2021 | 41.43% |
June 30, 2021 | 41.43% |
May 31, 2021 | 41.43% |
April 30, 2021 | 41.43% |
March 31, 2021 | 41.43% |
February 28, 2021 | 41.43% |
January 31, 2021 | 41.43% |
December 31, 2020 | 41.43% |
November 30, 2020 | 41.43% |
October 31, 2020 | 41.43% |
September 30, 2020 | 41.43% |
August 31, 2020 | 41.43% |
July 31, 2020 | 41.43% |
June 30, 2020 | 41.43% |
May 31, 2020 | 41.43% |
April 30, 2020 | 41.43% |
March 31, 2020 | 41.43% |
February 29, 2020 | 34.54% |
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
31.94%
Minimum
Apr 2019
41.43%
Maximum
Mar 2020
40.12%
Average
41.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ArcBest Corp | 67.84% |
Knight-Swift Transportation Holdings Inc | 50.05% |
Landstar System Inc | 30.13% |
Werner Enterprises Inc | 26.52% |
Marten Transport Ltd | 31.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9796 |
Beta (5Y) | 1.109 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.33% |
Historical Sharpe Ratio (5Y) | 0.4764 |
Historical Sortino (5Y) | 0.7969 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.64% |