P.A.M. Transportation Services Inc (PTSI)
17.29
+0.05
(+0.29%)
USD |
NASDAQ |
May 06, 16:00
17.29
0.00 (0.00%)
After-Hours: 20:00
P.A.M. Transportation Services Max Drawdown (5Y): 67.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.63% |
| March 31, 2024 | 67.63% |
| February 29, 2024 | 67.63% |
| January 31, 2024 | 67.63% |
| December 31, 2023 | 67.63% |
| November 30, 2023 | 67.63% |
| October 31, 2023 | 67.63% |
| September 30, 2023 | 67.63% |
| August 31, 2023 | 67.63% |
| July 31, 2023 | 67.63% |
| June 30, 2023 | 67.63% |
| May 31, 2023 | 67.63% |
| April 30, 2023 | 67.63% |
| March 31, 2023 | 67.63% |
| February 28, 2023 | 67.63% |
| January 31, 2023 | 67.63% |
| December 31, 2022 | 67.63% |
| November 30, 2022 | 67.63% |
| October 31, 2022 | 67.63% |
| September 30, 2022 | 67.63% |
| August 31, 2022 | 67.63% |
| July 31, 2022 | 67.63% |
| June 30, 2022 | 70.12% |
| May 31, 2022 | 74.84% |
| April 30, 2022 | 74.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.84% |
| February 28, 2022 | 75.50% |
| January 31, 2022 | 77.91% |
| December 31, 2021 | 77.91% |
| November 30, 2021 | 77.91% |
| October 31, 2021 | 77.91% |
| September 30, 2021 | 77.91% |
| August 31, 2021 | 77.91% |
| July 31, 2021 | 77.91% |
| June 30, 2021 | 77.91% |
| May 31, 2021 | 77.91% |
| April 30, 2021 | 77.91% |
| March 31, 2021 | 77.91% |
| February 28, 2021 | 77.91% |
| January 31, 2021 | 77.91% |
| December 31, 2020 | 77.91% |
| November 30, 2020 | 77.91% |
| October 31, 2020 | 77.91% |
| September 30, 2020 | 77.91% |
| August 31, 2020 | 77.91% |
| July 31, 2020 | 77.91% |
| June 30, 2020 | 77.91% |
| May 31, 2020 | 77.91% |
| April 30, 2020 | 77.91% |
| March 31, 2020 | 77.91% |
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
67.63%
Minimum
Jul 2022
77.91%
Maximum
May 2019
73.82%
Average
77.91%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Covenant Logistics Group Inc | 80.48% |
| Heartland Express Inc | 54.87% |
| Landstar System Inc | 30.13% |
| Marten Transport Ltd | 30.27% |
| Old Dominion Freight Line Inc | 36.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.515 |
| Beta (5Y) | 1.074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.76% |
| Historical Sharpe Ratio (5Y) | 0.0894 |
| Historical Sortino (5Y) | 0.1549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.72% |