Saia Inc (SAIA)
480.69
-7.92
(-1.62%)
USD |
NASDAQ |
Nov 01, 16:00
480.73
+0.04
(+0.01%)
After-Hours: 20:00
Saia Max Drawdown (5Y): 53.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.15% |
| September 30, 2024 | 53.15% |
| August 31, 2024 | 53.15% |
| July 31, 2024 | 53.15% |
| June 30, 2024 | 53.15% |
| May 31, 2024 | 53.15% |
| April 30, 2024 | 53.15% |
| March 31, 2024 | 53.15% |
| February 29, 2024 | 53.15% |
| January 31, 2024 | 53.15% |
| December 31, 2023 | 53.15% |
| November 30, 2023 | 53.15% |
| October 31, 2023 | 53.15% |
| September 30, 2023 | 53.15% |
| August 31, 2023 | 53.15% |
| July 31, 2023 | 53.15% |
| June 30, 2023 | 53.15% |
| May 31, 2023 | 53.15% |
| April 30, 2023 | 53.15% |
| March 31, 2023 | 53.15% |
| February 28, 2023 | 53.15% |
| January 31, 2023 | 53.15% |
| December 31, 2022 | 53.15% |
| November 30, 2022 | 53.15% |
| October 31, 2022 | 53.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.15% |
| August 31, 2022 | 53.15% |
| July 31, 2022 | 53.15% |
| June 30, 2022 | 53.15% |
| May 31, 2022 | 50.24% |
| April 30, 2022 | 46.01% |
| March 31, 2022 | 39.57% |
| February 28, 2022 | 39.57% |
| January 31, 2022 | 39.57% |
| December 31, 2021 | 39.57% |
| November 30, 2021 | 39.57% |
| October 31, 2021 | 39.57% |
| September 30, 2021 | 39.57% |
| August 31, 2021 | 39.57% |
| July 31, 2021 | 48.75% |
| June 30, 2021 | 48.75% |
| May 31, 2021 | 49.02% |
| April 30, 2021 | 56.82% |
| March 31, 2021 | 57.99% |
| February 28, 2021 | 57.99% |
| January 31, 2021 | 57.99% |
| December 31, 2020 | 57.99% |
| November 30, 2020 | 63.72% |
| October 31, 2020 | 65.82% |
| September 30, 2020 | 65.82% |
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
39.57%
Minimum
Aug 2021
65.82%
Maximum
Nov 2019
54.05%
Average
53.15%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Old Dominion Freight Line Inc | 36.10% |
| Heartland Express Inc | 54.87% |
| Knight-Swift Transportation Holdings Inc | 41.69% |
| ArcBest Corp | 67.84% |
| Landstar System Inc | 30.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.83 |
| Beta (5Y) | 1.730 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.93% |
| Historical Sharpe Ratio (5Y) | 0.8129 |
| Historical Sortino (5Y) | 1.340 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.56% |