Old Dominion Freight Line Inc (ODFL)
181.71
-2.53
(-1.37%)
USD |
NASDAQ |
Apr 30, 16:00
181.79
+0.08
(+0.04%)
After-Hours: 20:00
Old Dominion Freight Line Max Drawdown (5Y): 36.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.10% |
March 31, 2024 | 36.10% |
February 29, 2024 | 36.10% |
January 31, 2024 | 36.10% |
December 31, 2023 | 36.10% |
November 30, 2023 | 36.10% |
October 31, 2023 | 36.10% |
September 30, 2023 | 36.10% |
August 31, 2023 | 36.10% |
July 31, 2023 | 36.10% |
June 30, 2023 | 36.10% |
May 31, 2023 | 36.10% |
April 30, 2023 | 36.10% |
March 31, 2023 | 36.10% |
February 28, 2023 | 36.10% |
January 31, 2023 | 36.10% |
December 31, 2022 | 36.10% |
November 30, 2022 | 36.10% |
October 31, 2022 | 36.10% |
September 30, 2022 | 36.10% |
August 31, 2022 | 36.10% |
July 31, 2022 | 36.10% |
June 30, 2022 | 36.10% |
May 31, 2022 | 34.97% |
April 30, 2022 | 31.21% |
Date | Value |
---|---|
March 31, 2022 | 31.21% |
February 28, 2022 | 31.21% |
January 31, 2022 | 31.21% |
December 31, 2021 | 31.21% |
November 30, 2021 | 31.21% |
October 31, 2021 | 31.21% |
September 30, 2021 | 31.21% |
August 31, 2021 | 31.21% |
July 31, 2021 | 31.21% |
June 30, 2021 | 31.21% |
May 31, 2021 | 31.21% |
April 30, 2021 | 31.21% |
March 31, 2021 | 31.21% |
February 28, 2021 | 31.21% |
January 31, 2021 | 31.21% |
December 31, 2020 | 31.21% |
November 30, 2020 | 31.74% |
October 31, 2020 | 37.57% |
September 30, 2020 | 37.57% |
August 31, 2020 | 37.57% |
July 31, 2020 | 37.57% |
June 30, 2020 | 37.57% |
May 31, 2020 | 37.57% |
April 30, 2020 | 37.57% |
March 31, 2020 | 37.57% |
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
31.21%
Minimum
Dec 2020
37.57%
Maximum
May 2019
35.07%
Average
36.10%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
Knight-Swift Transportation Holdings Inc | 48.86% |
Saia Inc | 53.15% |
Heartland Express Inc | 54.87% |
Werner Enterprises Inc | 29.68% |
XPO Inc | 80.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 16.07 |
Beta (5Y) | 1.074 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.90% |
Historical Sharpe Ratio (5Y) | 0.9375 |
Historical Sortino (5Y) | 1.597 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.09% |