Knight-Swift Transportation Holdings Inc (KNX)
48.77
0.00 (0.00%)
USD |
NYSE |
Oct 04, 16:00
48.77
0.00 (0.00%)
After-Hours: 20:00
Knight-Swift Transportation Holdings Max Drawdown (5Y): 57.52% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 57.52% |
| December 31, 2019 | 57.52% |
| November 30, 2019 | 57.52% |
| October 31, 2019 | 57.52% |
| September 30, 2019 | 57.52% |
| August 31, 2019 | 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
57.22%
Minimum
Oct 2018
57.52%
Maximum
Dec 2018
57.51%
Average
57.52%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Old Dominion Freight Line Inc | 36.10% |
| FedEx Corp | 65.96% |
| Saia Inc | 53.15% |
| Werner Enterprises Inc | 31.68% |
| Yellow Corp | 96.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.782 |
| Beta (5Y) | 1.188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.13% |
| Historical Sharpe Ratio (5Y) | 0.4155 |
| Historical Sortino (5Y) | 0.6717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.63% |