Old Dominion Freight Line Inc (ODFL)
182.64
+0.93
(+0.51%)
USD |
NASDAQ |
May 01, 16:00
182.64
0.00 (0.00%)
After-Hours: 17:39
Old Dominion Freight Line Max Drawdown (5Y): 36.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.10% |
| March 31, 2024 | 36.10% |
| February 29, 2024 | 36.10% |
| January 31, 2024 | 36.10% |
| December 31, 2023 | 36.10% |
| November 30, 2023 | 36.10% |
| October 31, 2023 | 36.10% |
| September 30, 2023 | 36.10% |
| August 31, 2023 | 36.10% |
| July 31, 2023 | 36.10% |
| June 30, 2023 | 36.10% |
| May 31, 2023 | 36.10% |
| April 30, 2023 | 36.10% |
| March 31, 2023 | 36.10% |
| February 28, 2023 | 36.10% |
| January 31, 2023 | 36.10% |
| December 31, 2022 | 36.10% |
| November 30, 2022 | 36.10% |
| October 31, 2022 | 36.10% |
| September 30, 2022 | 36.10% |
| August 31, 2022 | 36.10% |
| July 31, 2022 | 36.10% |
| June 30, 2022 | 36.10% |
| May 31, 2022 | 34.97% |
| April 30, 2022 | 31.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 31.21% |
| February 28, 2022 | 31.21% |
| January 31, 2022 | 31.21% |
| December 31, 2021 | 31.21% |
| November 30, 2021 | 31.21% |
| October 31, 2021 | 31.21% |
| September 30, 2021 | 31.21% |
| August 31, 2021 | 31.21% |
| July 31, 2021 | 31.21% |
| June 30, 2021 | 31.21% |
| May 31, 2021 | 31.21% |
| April 30, 2021 | 31.21% |
| March 31, 2021 | 31.21% |
| February 28, 2021 | 31.21% |
| January 31, 2021 | 31.21% |
| December 31, 2020 | 31.21% |
| November 30, 2020 | 31.74% |
| October 31, 2020 | 37.57% |
| September 30, 2020 | 37.57% |
| August 31, 2020 | 37.57% |
| July 31, 2020 | 37.57% |
| June 30, 2020 | 37.57% |
| May 31, 2020 | 37.57% |
| April 30, 2020 | 37.57% |
| March 31, 2020 | 37.57% |
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
31.21%
Minimum
Dec 2020
37.57%
Maximum
May 2019
35.07%
Average
36.10%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Knight-Swift Transportation Holdings Inc | 48.86% |
| Saia Inc | 53.15% |
| Heartland Express Inc | 54.87% |
| Werner Enterprises Inc | 29.68% |
| XPO Inc | 80.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.07 |
| Beta (5Y) | 1.074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.90% |
| Historical Sharpe Ratio (5Y) | 0.9375 |
| Historical Sortino (5Y) | 1.597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.09% |