Knight-Swift Transportation Holdings Inc (KNX)
47.14
-1.38
(-2.83%)
USD |
NYSE |
Apr 25, 16:00
47.14
0.00 (0.00%)
After-Hours: 20:00
Knight-Swift Transportation Holdings Max Drawdown (5Y): 50.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 50.05% |
February 29, 2024 | 50.85% |
January 31, 2024 | 50.85% |
December 31, 2023 | 50.85% |
November 30, 2023 | 50.85% |
October 31, 2023 | 55.34% |
September 30, 2023 | 57.52% |
August 31, 2023 | 57.52% |
July 31, 2023 | 57.52% |
June 30, 2023 | 57.52% |
May 31, 2023 | 57.52% |
April 30, 2023 | 57.52% |
March 31, 2023 | 57.52% |
February 28, 2023 | 57.52% |
January 31, 2023 | 57.52% |
December 31, 2022 | 57.52% |
November 30, 2022 | 57.52% |
October 31, 2022 | 57.52% |
September 30, 2022 | 57.52% |
August 31, 2022 | 57.52% |
July 31, 2022 | 57.52% |
June 30, 2022 | 57.52% |
May 31, 2022 | 57.52% |
April 30, 2022 | 57.52% |
March 31, 2022 | 57.52% |
Date | Value |
---|---|
February 28, 2022 | 57.52% |
January 31, 2022 | 57.52% |
December 31, 2021 | 57.52% |
November 30, 2021 | 57.52% |
October 31, 2021 | 57.52% |
September 30, 2021 | 57.52% |
August 31, 2021 | 57.52% |
July 31, 2021 | 57.52% |
June 30, 2021 | 57.52% |
May 31, 2021 | 57.52% |
April 30, 2021 | 57.52% |
March 31, 2021 | 57.52% |
February 28, 2021 | 57.52% |
January 31, 2021 | 57.52% |
December 31, 2020 | 57.52% |
November 30, 2020 | 57.52% |
October 31, 2020 | 57.52% |
September 30, 2020 | 57.52% |
August 31, 2020 | 57.52% |
July 31, 2020 | 57.52% |
June 30, 2020 | 57.52% |
May 31, 2020 | 57.52% |
April 30, 2020 | 57.52% |
March 31, 2020 | 57.52% |
February 29, 2020 | 57.52% |
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
50.05%
Minimum
Mar 2024
57.52%
Maximum
Apr 2019
56.92%
Average
57.52%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
JB Hunt Transport Services Inc | 41.43% |
Old Dominion Freight Line Inc | 36.10% |
XPO Inc | 80.43% |
Landstar System Inc | 30.13% |
Marten Transport Ltd | 31.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.935 |
Beta (5Y) | 0.987 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.80% |
Historical Sharpe Ratio (5Y) | 0.3712 |
Historical Sortino (5Y) | 0.6705 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.82% |