ArcBest Corp (ARCB)
138.08
+1.08
(+0.79%)
USD |
NASDAQ |
Apr 25, 16:00
137.97
-0.11
(-0.08%)
After-Hours: 20:00
ArcBest Max Drawdown (5Y): 67.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 67.85% |
| July 31, 2020 | 67.85% |
| June 30, 2020 | 67.85% |
| May 31, 2020 | 67.85% |
| April 30, 2020 | 67.85% |
| March 31, 2020 | 67.85% |
| February 29, 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
Apr 2019
67.85%
Average
67.84%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| JB Hunt Transport Services Inc | 41.43% |
| XPO Inc | 80.43% |
| Knight-Swift Transportation Holdings Inc | 50.05% |
| Marten Transport Ltd | 31.31% |
| Landstar System Inc | 30.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.37 |
| Beta (5Y) | 1.492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.27% |
| Historical Sharpe Ratio (5Y) | 0.7532 |
| Historical Sortino (5Y) | 1.385 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.67% |