JB Hunt Transport Services Inc (JBHT)
181.51
-0.07
(-0.04%)
USD |
NASDAQ |
Nov 21, 15:33
JB Hunt Transport Services Max Drawdown (5Y): 41.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.43% |
| September 30, 2024 | 41.43% |
| August 31, 2024 | 41.43% |
| July 31, 2024 | 41.43% |
| June 30, 2024 | 41.43% |
| May 31, 2024 | 41.43% |
| April 30, 2024 | 41.43% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
34.54%
Minimum
Nov 2019
41.43%
Maximum
Mar 2020
40.97%
Average
41.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ArcBest Corp | 67.84% |
| United Airlines Holdings Inc | 79.40% |
| Saia Inc | 53.15% |
| Marten Transport Ltd | 31.94% |
| Old Dominion Freight Line Inc | 36.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.192 |
| Beta (5Y) | 1.143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.13% |
| Historical Sharpe Ratio (5Y) | 0.2687 |
| Historical Sortino (5Y) | 0.4335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.27% |