Landstar System Inc (LSTR)
147.37
-1.36
(-0.91%)
USD |
NASDAQ |
Mar 28, 16:00
147.34
-0.03
(-0.02%)
After-Hours: 20:00
Landstar System Max Drawdown (5Y): 30.13% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Knight-Swift Transportation Holdings Inc | 41.69% |
| Saia Inc | 53.15% |
| Heartland Express Inc | 54.87% |
| Marten Transport Ltd | 36.29% |
| Old Dominion Freight Line Inc | 36.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.744 |
| Beta (5Y) | 0.8220 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.56% |
| Historical Sharpe Ratio (5Y) | 0.4386 |
| Historical Sortino (5Y) | 0.9464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.64% |