Knight-Swift Transportation Holdings Inc (KNX)
52.93
+0.85
(+1.63%)
USD |
NYSE |
Nov 01, 16:00
52.96
+0.03
(+0.06%)
After-Hours: 20:00
Knight-Swift Transportation Holdings Max Drawdown (5Y): 41.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 41.69% |
September 30, 2024 | 41.69% |
August 31, 2024 | 41.69% |
July 31, 2024 | 41.69% |
June 30, 2024 | 41.69% |
May 31, 2024 | 41.69% |
April 30, 2024 | 41.69% |
March 31, 2024 | 43.04% |
February 29, 2024 | 43.96% |
January 31, 2024 | 43.96% |
December 31, 2023 | 43.96% |
November 30, 2023 | 43.96% |
October 31, 2023 | 49.08% |
September 30, 2023 | 51.57% |
August 31, 2023 | 51.57% |
July 31, 2023 | 51.57% |
June 30, 2023 | 51.57% |
May 31, 2023 | 51.57% |
April 30, 2023 | 51.57% |
March 31, 2023 | 51.57% |
February 28, 2023 | 51.57% |
January 31, 2023 | 51.57% |
December 31, 2022 | 51.57% |
November 30, 2022 | 51.57% |
October 31, 2022 | 51.57% |
Date | Value |
---|---|
September 30, 2022 | 51.57% |
August 31, 2022 | 51.57% |
July 31, 2022 | 51.57% |
June 30, 2022 | 51.57% |
May 31, 2022 | 51.57% |
April 30, 2022 | 51.57% |
March 31, 2022 | 51.57% |
February 28, 2022 | 51.57% |
January 31, 2022 | 51.57% |
December 31, 2021 | 51.57% |
November 30, 2021 | 51.57% |
October 31, 2021 | 51.57% |
September 30, 2021 | 51.57% |
August 31, 2021 | 51.57% |
July 31, 2021 | 51.57% |
June 30, 2021 | 51.57% |
May 31, 2021 | 51.57% |
April 30, 2021 | 51.57% |
March 31, 2021 | 51.57% |
February 28, 2021 | 51.57% |
January 31, 2021 | 51.57% |
December 31, 2020 | 51.57% |
November 30, 2020 | 51.57% |
October 31, 2020 | 51.57% |
September 30, 2020 | 51.57% |
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
41.69%
Minimum
Apr 2024
51.57%
Maximum
Nov 2019
49.72%
Average
51.57%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Heartland Express Inc | 54.87% |
Old Dominion Freight Line Inc | 36.10% |
Saia Inc | 53.15% |
Werner Enterprises Inc | 29.68% |
ArcBest Corp | 67.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.979 |
Beta (5Y) | 0.9292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.93% |
Historical Sharpe Ratio (5Y) | 0.2319 |
Historical Sortino (5Y) | 0.4038 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |