Saia Inc (SAIA)

473.40 -21.53 (-4.35%) USD  |  NASDAQ  |  Dec 20, 16:00
472.00 -1.40 (-0.30%) After-Hours: 20:00
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Saia Max Drawdown (5Y): 53.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Heartland Express Inc 54.87%
Knight-Swift Transportation Holdings Inc 41.69%
Landstar System Inc 30.13%
Old Dominion Freight Line Inc 36.10%
ArcBest Corp 67.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 17.37
Beta (5Y) 1.745
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.55%
Historical Sharpe Ratio (5Y) 0.8554
Historical Sortino (5Y) 1.426
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.56%