Ryder System Inc (R)
126.04
+1.38
(+1.11%)
USD |
NYSE |
May 06, 10:12
Ryder System Max Drawdown (5Y): 72.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.21% |
March 31, 2024 | 72.21% |
February 29, 2024 | 72.21% |
January 31, 2024 | 72.21% |
December 31, 2023 | 72.21% |
November 30, 2023 | 72.21% |
October 31, 2023 | 72.21% |
September 30, 2023 | 72.21% |
August 31, 2023 | 72.21% |
July 31, 2023 | 72.21% |
June 30, 2023 | 72.21% |
May 31, 2023 | 72.21% |
April 30, 2023 | 72.21% |
March 31, 2023 | 72.21% |
February 28, 2023 | 72.21% |
January 31, 2023 | 72.21% |
December 31, 2022 | 72.21% |
November 30, 2022 | 72.21% |
October 31, 2022 | 72.21% |
September 30, 2022 | 72.21% |
August 31, 2022 | 72.21% |
July 31, 2022 | 72.21% |
June 30, 2022 | 72.21% |
May 31, 2022 | 72.21% |
April 30, 2022 | 72.21% |
Date | Value |
---|---|
March 31, 2022 | 72.21% |
February 28, 2022 | 72.21% |
January 31, 2022 | 72.21% |
December 31, 2021 | 72.21% |
November 30, 2021 | 72.21% |
October 31, 2021 | 72.21% |
September 30, 2021 | 72.21% |
August 31, 2021 | 72.21% |
July 31, 2021 | 72.21% |
June 30, 2021 | 72.21% |
May 31, 2021 | 72.21% |
April 30, 2021 | 72.21% |
March 31, 2021 | 72.21% |
February 28, 2021 | 72.21% |
January 31, 2021 | 72.21% |
December 31, 2020 | 72.21% |
November 30, 2020 | 72.21% |
October 31, 2020 | 72.21% |
September 30, 2020 | 72.21% |
August 31, 2020 | 72.21% |
July 31, 2020 | 72.21% |
June 30, 2020 | 72.21% |
May 31, 2020 | 72.21% |
April 30, 2020 | 72.21% |
March 31, 2020 | 69.61% |
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
51.29%
Minimum
May 2019
72.21%
Maximum
Apr 2020
68.75%
Average
72.21%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
U-Haul Holding Co | 43.37% |
Hertz Global Holdings Inc | -- |
Avis Budget Group Inc | 85.71% |
DriveItAway Holdings Inc | 99.88% |
Air Lease Corp | 78.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8568 |
Beta (5Y) | 1.384 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.89% |
Historical Sharpe Ratio (5Y) | 0.4297 |
Historical Sortino (5Y) | 0.5939 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.78% |