Knight-Swift Transportation Holdings Inc (KNX)

51.95 -0.33 (-0.63%) USD  |  NYSE  |  Dec 20, 16:00
51.98 +0.03 (+0.06%) After-Hours: 20:00
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Knight-Swift Transportation Holdings Max Drawdown (5Y): 41.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -4.247
Beta (5Y) 0.9560
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.28%
Historical Sharpe Ratio (5Y) 0.3243
Historical Sortino (5Y) 0.5722
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.91%