Marten Transport Ltd (MRTN)
13.84
+0.04
(+0.33%)
USD |
NASDAQ |
Apr 02, 15:02
Marten Transport Max Drawdown (5Y): 39.77% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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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
| Heartland Express Inc | 57.48% |
| Landstar System Inc | 26.02% |
| Old Dominion Freight Line Inc | 36.10% |
| Saia Inc | 53.15% |
| Werner Enterprises Inc | 39.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.25 |
| Beta (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.23% |
| Historical Sharpe Ratio (5Y) | -0.0058 |
| Historical Sortino (5Y) | -0.0123 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.26% |