Radiant Logistics Inc (RLGT)

6.59 +0.34 (+5.44%) USD  |  NYAM  |  Dec 20, 16:00
6.41 -0.18 (-2.73%) After-Hours: 20:00
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Radiant Logistics Max Drawdown (5Y): 60.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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C.H. Robinson Worldwide Inc 40.56%
Expeditors International of Washington Inc 35.62%
Forward Air Corp 89.95%
Hub Group Inc 37.59%
Singularity Future Technology Ltd 99.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.993
Beta (5Y) 0.8622
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.74%
Historical Sharpe Ratio (5Y) 0.1231
Historical Sortino (5Y) 0.2181
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.23%