Ryder System Inc (R)
161.21
+1.33
(+0.83%)
USD |
NYSE |
Nov 21, 16:00
161.25
+0.04
(+0.02%)
After-Hours: 20:00
Ryder System Max Drawdown (5Y): 73.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.24% |
| September 30, 2024 | 73.24% |
| August 31, 2024 | 73.24% |
| July 31, 2024 | 73.24% |
| June 30, 2024 | 73.24% |
| May 31, 2024 | 73.24% |
| April 30, 2024 | 73.24% |
| March 31, 2024 | 73.24% |
| February 29, 2024 | 73.24% |
| January 31, 2024 | 73.24% |
| December 31, 2023 | 73.24% |
| November 30, 2023 | 73.24% |
| October 31, 2023 | 73.24% |
| September 30, 2023 | 73.24% |
| August 31, 2023 | 73.24% |
| July 31, 2023 | 73.24% |
| June 30, 2023 | 73.24% |
| May 31, 2023 | 73.24% |
| April 30, 2023 | 73.24% |
| March 31, 2023 | 73.24% |
| February 28, 2023 | 73.24% |
| January 31, 2023 | 73.24% |
| December 31, 2022 | 73.24% |
| November 30, 2022 | 73.24% |
| October 31, 2022 | 73.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.24% |
| August 31, 2022 | 73.24% |
| July 31, 2022 | 73.24% |
| June 30, 2022 | 73.24% |
| May 31, 2022 | 73.24% |
| April 30, 2022 | 73.24% |
| March 31, 2022 | 73.24% |
| February 28, 2022 | 73.24% |
| January 31, 2022 | 73.24% |
| December 31, 2021 | 73.24% |
| November 30, 2021 | 73.24% |
| October 31, 2021 | 73.24% |
| September 30, 2021 | 73.24% |
| August 31, 2021 | 73.24% |
| July 31, 2021 | 73.24% |
| June 30, 2021 | 73.24% |
| May 31, 2021 | 73.24% |
| April 30, 2021 | 73.24% |
| March 31, 2021 | 73.24% |
| February 28, 2021 | 73.24% |
| January 31, 2021 | 73.24% |
| December 31, 2020 | 73.24% |
| November 30, 2020 | 73.24% |
| October 31, 2020 | 73.24% |
| September 30, 2020 | 73.24% |
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
51.29%
Minimum
Nov 2019
73.24%
Maximum
Apr 2020
71.83%
Average
73.24%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Hertz Global Holdings Inc | -- |
| U-Haul Holding Co | 43.37% |
| Avis Budget Group Inc | 86.82% |
| DriveItAway Holdings Inc | 99.88% |
| H&E Equipment Services Inc | 76.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.10 |
| Beta (5Y) | 1.282 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.02% |
| Historical Sharpe Ratio (5Y) | 0.7198 |
| Historical Sortino (5Y) | 0.9673 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.75% |