Covenant Logistics Group Inc (CVLG)
45.54
+0.20
(+0.44%)
USD |
NASDAQ |
May 03, 16:00
45.54
0.00 (0.00%)
After-Hours: 18:32
Covenant Logistics Group Max Drawdown (5Y): 80.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.48% |
March 31, 2024 | 80.48% |
February 29, 2024 | 80.48% |
January 31, 2024 | 80.48% |
December 31, 2023 | 80.48% |
November 30, 2023 | 80.48% |
October 31, 2023 | 80.48% |
September 30, 2023 | 80.48% |
August 31, 2023 | 80.48% |
July 31, 2023 | 80.48% |
June 30, 2023 | 80.48% |
May 31, 2023 | 80.48% |
April 30, 2023 | 80.48% |
March 31, 2023 | 80.48% |
February 28, 2023 | 80.48% |
January 31, 2023 | 80.48% |
December 31, 2022 | 80.48% |
November 30, 2022 | 80.48% |
October 31, 2022 | 80.48% |
September 30, 2022 | 80.48% |
August 31, 2022 | 80.48% |
July 31, 2022 | 80.48% |
June 30, 2022 | 80.48% |
May 31, 2022 | 80.48% |
April 30, 2022 | 80.48% |
Date | Value |
---|---|
March 31, 2022 | 80.48% |
February 28, 2022 | 80.48% |
January 31, 2022 | 80.48% |
December 31, 2021 | 80.48% |
November 30, 2021 | 80.48% |
October 31, 2021 | 80.48% |
September 30, 2021 | 80.48% |
August 31, 2021 | 80.48% |
July 31, 2021 | 80.48% |
June 30, 2021 | 80.48% |
May 31, 2021 | 80.48% |
April 30, 2021 | 80.48% |
March 31, 2021 | 80.48% |
February 28, 2021 | 80.48% |
January 31, 2021 | 80.48% |
December 31, 2020 | 80.48% |
November 30, 2020 | 80.48% |
October 31, 2020 | 80.48% |
September 30, 2020 | 80.48% |
August 31, 2020 | 80.48% |
July 31, 2020 | 80.48% |
June 30, 2020 | 80.48% |
May 31, 2020 | 80.48% |
April 30, 2020 | 80.48% |
March 31, 2020 | 74.40% |
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
60.04%
Minimum
May 2019
80.48%
Maximum
Apr 2020
77.62%
Average
80.48%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Heartland Express Inc | 54.87% |
Landstar System Inc | 30.13% |
Marten Transport Ltd | 30.27% |
Old Dominion Freight Line Inc | 36.10% |
P.A.M. Transportation Services Inc | 67.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.052 |
Beta (5Y) | 1.411 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.37% |
Historical Sharpe Ratio (5Y) | 0.3265 |
Historical Sortino (5Y) | 0.6347 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.64% |