Marten Transport Ltd (MRTN)

15.60 -0.31 (-1.95%) USD  |  NASDAQ  |  Dec 20, 16:00
15.60 0.00 (0.00%) After-Hours: 20:00
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Marten Transport Max Drawdown (5Y): 31.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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%
Landstar System Inc 30.13%
Old Dominion Freight Line Inc 36.10%
Saia Inc 53.15%
Werner Enterprises Inc 29.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.602
Beta (5Y) 0.8152
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.19%
Historical Sharpe Ratio (5Y) 0.1521
Historical Sortino (5Y) 0.3123
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.44%