Landstar System Inc (LSTR)
177.20
+1.43
(+0.81%)
USD |
NASDAQ |
Nov 01, 16:00
177.37
+0.17
(+0.10%)
After-Hours: 20:00
Landstar System Max Drawdown (5Y): 30.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.13% |
| September 30, 2024 | 30.13% |
| August 31, 2024 | 30.13% |
| July 31, 2024 | 30.13% |
| June 30, 2024 | 30.13% |
| May 31, 2024 | 30.13% |
| April 30, 2024 | 30.13% |
| March 31, 2024 | 30.13% |
| February 29, 2024 | 30.13% |
| January 31, 2024 | 30.13% |
| December 31, 2023 | 30.13% |
| November 30, 2023 | 30.13% |
| October 31, 2023 | 30.13% |
| September 30, 2023 | 30.13% |
| August 31, 2023 | 30.13% |
| July 31, 2023 | 30.13% |
| June 30, 2023 | 30.13% |
| May 31, 2023 | 30.13% |
| April 30, 2023 | 30.13% |
| March 31, 2023 | 30.13% |
| February 28, 2023 | 30.13% |
| January 31, 2023 | 30.13% |
| December 31, 2022 | 30.13% |
| November 30, 2022 | 30.13% |
| October 31, 2022 | 30.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.13% |
| August 31, 2022 | 30.13% |
| July 31, 2022 | 30.13% |
| June 30, 2022 | 30.13% |
| May 31, 2022 | 30.13% |
| April 30, 2022 | 30.13% |
| March 31, 2022 | 30.13% |
| February 28, 2022 | 30.13% |
| January 31, 2022 | 30.13% |
| December 31, 2021 | 30.13% |
| November 30, 2021 | 30.13% |
| October 31, 2021 | 30.13% |
| September 30, 2021 | 30.13% |
| August 31, 2021 | 30.13% |
| July 31, 2021 | 30.13% |
| June 30, 2021 | 30.13% |
| May 31, 2021 | 30.13% |
| April 30, 2021 | 30.13% |
| March 31, 2021 | 30.13% |
| February 28, 2021 | 30.13% |
| January 31, 2021 | 30.13% |
| December 31, 2020 | 30.13% |
| November 30, 2020 | 30.13% |
| October 31, 2020 | 31.03% |
| September 30, 2020 | 31.03% |
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
30.13%
Minimum
Nov 2020
31.03%
Maximum
Nov 2019
30.31%
Average
30.13%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Heartland Express Inc | 54.87% |
| Saia Inc | 53.15% |
| Marten Transport Ltd | 31.94% |
| Old Dominion Freight Line Inc | 36.10% |
| Universal Logistics Holdings Inc | 67.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.454 |
| Beta (5Y) | 0.8122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.51% |
| Historical Sharpe Ratio (5Y) | 0.4197 |
| Historical Sortino (5Y) | 0.7977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.99% |