Radiant Logistics Inc (RLGT)
7.21
+0.11
(+1.55%)
USD |
NYAM |
Nov 21, 12:50
Radiant Logistics Max Drawdown (5Y): 60.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.03% |
| September 30, 2024 | 60.03% |
| August 31, 2024 | 60.03% |
| July 31, 2024 | 60.03% |
| June 30, 2024 | 60.03% |
| May 31, 2024 | 60.03% |
| April 30, 2024 | 60.03% |
| March 31, 2024 | 60.03% |
| February 29, 2024 | 60.03% |
| January 31, 2024 | 60.03% |
| December 31, 2023 | 60.03% |
| November 30, 2023 | 60.03% |
| October 31, 2023 | 60.03% |
| September 30, 2023 | 60.03% |
| August 31, 2023 | 60.03% |
| July 31, 2023 | 60.03% |
| June 30, 2023 | 60.03% |
| May 31, 2023 | 60.03% |
| April 30, 2023 | 60.03% |
| March 31, 2023 | 60.03% |
| February 28, 2023 | 60.03% |
| January 31, 2023 | 60.03% |
| December 31, 2022 | 60.03% |
| November 30, 2022 | 60.03% |
| October 31, 2022 | 60.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.03% |
| August 31, 2022 | 60.03% |
| July 31, 2022 | 60.03% |
| June 30, 2022 | 60.03% |
| May 31, 2022 | 60.03% |
| April 30, 2022 | 60.03% |
| March 31, 2022 | 60.03% |
| February 28, 2022 | 60.03% |
| January 31, 2022 | 60.03% |
| December 31, 2021 | 60.03% |
| November 30, 2021 | 60.03% |
| October 31, 2021 | 68.40% |
| September 30, 2021 | 68.40% |
| August 31, 2021 | 68.53% |
| July 31, 2021 | 68.53% |
| June 30, 2021 | 68.53% |
| May 31, 2021 | 68.53% |
| April 30, 2021 | 68.53% |
| March 31, 2021 | 68.53% |
| February 28, 2021 | 68.53% |
| January 31, 2021 | 68.53% |
| December 31, 2020 | 68.53% |
| November 30, 2020 | 68.53% |
| October 31, 2020 | 68.53% |
| September 30, 2020 | 68.53% |
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
60.03%
Minimum
Nov 2021
68.53%
Maximum
Nov 2019
63.42%
Average
60.03%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| 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) | -8.857 |
| Beta (5Y) | 0.8354 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.56% |
| Historical Sharpe Ratio (5Y) | 0.0527 |
| Historical Sortino (5Y) | 0.0934 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.23% |