Marten Transport Ltd (MRTN)
16.65
+0.06
(+0.36%)
USD |
NASDAQ |
Nov 21, 16:00
16.65
0.00 (0.00%)
After-Hours: 20:00
Marten Transport Max Drawdown (5Y): 31.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.94% |
| September 30, 2024 | 30.27% |
| August 31, 2024 | 30.27% |
| July 31, 2024 | 30.27% |
| June 30, 2024 | 30.27% |
| May 31, 2024 | 31.31% |
| April 30, 2024 | 31.31% |
| March 31, 2024 | 31.31% |
| February 29, 2024 | 32.12% |
| January 31, 2024 | 32.12% |
| December 31, 2023 | 35.04% |
| November 30, 2023 | 36.43% |
| October 31, 2023 | 36.43% |
| September 30, 2023 | 36.43% |
| August 31, 2023 | 36.43% |
| July 31, 2023 | 36.43% |
| June 30, 2023 | 36.43% |
| May 31, 2023 | 36.43% |
| April 30, 2023 | 36.43% |
| March 31, 2023 | 36.43% |
| February 28, 2023 | 36.43% |
| January 31, 2023 | 36.43% |
| December 31, 2022 | 36.43% |
| November 30, 2022 | 36.43% |
| October 31, 2022 | 36.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.43% |
| August 31, 2022 | 36.43% |
| July 31, 2022 | 36.43% |
| June 30, 2022 | 36.43% |
| May 31, 2022 | 36.43% |
| April 30, 2022 | 36.43% |
| March 31, 2022 | 36.43% |
| February 28, 2022 | 36.43% |
| January 31, 2022 | 36.43% |
| December 31, 2021 | 36.43% |
| November 30, 2021 | 36.43% |
| October 31, 2021 | 36.43% |
| September 30, 2021 | 36.43% |
| August 31, 2021 | 36.43% |
| July 31, 2021 | 36.43% |
| June 30, 2021 | 36.43% |
| May 31, 2021 | 36.43% |
| April 30, 2021 | 36.43% |
| March 31, 2021 | 36.43% |
| February 28, 2021 | 36.43% |
| January 31, 2021 | 36.43% |
| December 31, 2020 | 36.43% |
| November 30, 2020 | 36.43% |
| October 31, 2020 | 36.43% |
| September 30, 2020 | 38.18% |
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
30.27%
Minimum
Jun 2024
38.18%
Maximum
Nov 2019
35.84%
Average
36.43%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| 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) | -8.768 |
| Beta (5Y) | 0.7858 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.11% |
| Historical Sharpe Ratio (5Y) | 0.0489 |
| Historical Sortino (5Y) | 0.1005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.44% |