Marten Transport Ltd (MRTN)
17.44
+0.22
(+1.28%)
USD |
NASDAQ |
May 03, 16:00
17.42
-0.02
(-0.11%)
After-Hours: 20:00
Marten Transport Max Drawdown (5Y): 30.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 30.27% |
March 31, 2024 | 31.31% |
February 29, 2024 | 31.31% |
January 31, 2024 | 31.31% |
December 31, 2023 | 32.12% |
November 30, 2023 | 32.12% |
October 31, 2023 | 35.04% |
September 30, 2023 | 36.43% |
August 31, 2023 | 36.43% |
July 31, 2023 | 36.43% |
June 30, 2023 | 36.43% |
May 31, 2023 | 36.43% |
April 30, 2023 | 36.43% |
March 31, 2023 | 36.43% |
February 28, 2023 | 36.43% |
January 31, 2023 | 36.43% |
December 31, 2022 | 36.43% |
November 30, 2022 | 36.43% |
October 31, 2022 | 36.43% |
September 30, 2022 | 36.43% |
August 31, 2022 | 36.43% |
July 31, 2022 | 36.43% |
June 30, 2022 | 36.43% |
May 31, 2022 | 36.43% |
April 30, 2022 | 36.43% |
Date | Value |
---|---|
March 31, 2022 | 36.43% |
February 28, 2022 | 36.43% |
January 31, 2022 | 36.43% |
December 31, 2021 | 36.43% |
November 30, 2021 | 36.43% |
October 31, 2021 | 36.43% |
September 30, 2021 | 36.43% |
August 31, 2021 | 36.43% |
July 31, 2021 | 36.43% |
June 30, 2021 | 36.43% |
May 31, 2021 | 36.43% |
April 30, 2021 | 36.43% |
March 31, 2021 | 36.43% |
February 28, 2021 | 36.43% |
January 31, 2021 | 36.43% |
December 31, 2020 | 36.43% |
November 30, 2020 | 36.43% |
October 31, 2020 | 36.43% |
September 30, 2020 | 36.43% |
August 31, 2020 | 36.43% |
July 31, 2020 | 38.18% |
June 30, 2020 | 38.18% |
May 31, 2020 | 38.18% |
April 30, 2020 | 38.18% |
March 31, 2020 | 38.18% |
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
30.27%
Minimum
Apr 2024
38.18%
Maximum
May 2019
36.34%
Average
36.43%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Knight-Swift Transportation Holdings Inc | 48.86% |
Landstar System Inc | 30.13% |
Universal Logistics Holdings Inc | 67.58% |
Daseke Inc | 94.07% |
Covenant Logistics Group Inc | 80.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.635 |
Beta (5Y) | 0.7894 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.93% |
Historical Sharpe Ratio (5Y) | 0.213 |
Historical Sortino (5Y) | 0.4526 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.15% |