ArcBest Corp (ARCB)
100.02
-4.16
(-3.99%)
USD |
NASDAQ |
Nov 01, 16:00
100.00
-0.02
(-0.02%)
After-Hours: 20:00
ArcBest Max Drawdown (5Y): 67.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 67.84% |
September 30, 2024 | 67.84% |
August 31, 2024 | 67.84% |
July 31, 2024 | 67.84% |
June 30, 2024 | 67.84% |
May 31, 2024 | 67.84% |
April 30, 2024 | 67.84% |
March 31, 2024 | 67.84% |
February 29, 2024 | 67.84% |
January 31, 2024 | 67.84% |
December 31, 2023 | 67.84% |
November 30, 2023 | 67.84% |
October 31, 2023 | 67.84% |
September 30, 2023 | 67.84% |
August 31, 2023 | 67.84% |
July 31, 2023 | 67.84% |
June 30, 2023 | 67.84% |
May 31, 2023 | 67.84% |
April 30, 2023 | 67.84% |
March 31, 2023 | 67.84% |
February 28, 2023 | 67.84% |
January 31, 2023 | 67.84% |
December 31, 2022 | 67.84% |
November 30, 2022 | 67.84% |
October 31, 2022 | 67.84% |
Date | Value |
---|---|
September 30, 2022 | 67.84% |
August 31, 2022 | 67.84% |
July 31, 2022 | 67.84% |
June 30, 2022 | 67.84% |
May 31, 2022 | 67.84% |
April 30, 2022 | 67.84% |
March 31, 2022 | 67.84% |
February 28, 2022 | 67.84% |
January 31, 2022 | 67.84% |
December 31, 2021 | 67.84% |
November 30, 2021 | 67.84% |
October 31, 2021 | 67.84% |
September 30, 2021 | 67.84% |
August 31, 2021 | 67.84% |
July 31, 2021 | 67.84% |
June 30, 2021 | 67.84% |
May 31, 2021 | 67.84% |
April 30, 2021 | 67.84% |
March 31, 2021 | 67.85% |
February 28, 2021 | 67.85% |
January 31, 2021 | 67.85% |
December 31, 2020 | 67.85% |
November 30, 2020 | 67.85% |
October 31, 2020 | 67.85% |
September 30, 2020 | 67.85% |
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
67.84%
Minimum
Apr 2021
67.85%
Maximum
Nov 2019
67.85%
Average
67.84%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Heartland Express Inc | 54.87% |
Saia Inc | 53.15% |
JB Hunt Transport Services Inc | 41.43% |
Knight-Swift Transportation Holdings Inc | 41.69% |
Old Dominion Freight Line Inc | 36.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.697 |
Beta (5Y) | 1.474 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.71% |
Historical Sharpe Ratio (5Y) | 0.5812 |
Historical Sortino (5Y) | 1.060 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.65% |