Old Dominion Freight Line Inc (ODFL)

181.37 -6.37 (-3.39%) USD  |  NASDAQ  |  Dec 20, 16:00
183.79 +2.42 (+1.33%) After-Hours: 20:00
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Old Dominion Freight Line Max Drawdown (5Y): 36.10% 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%
Knight-Swift Transportation Holdings Inc 41.69%
Saia Inc 53.15%
Werner Enterprises Inc 29.68%
XPO Inc 64.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 13.42
Beta (5Y) 0.9992
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.01%
Historical Sharpe Ratio (5Y) 0.8633
Historical Sortino (5Y) 1.449
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.16%