Schneider National Inc (SNDR)

29.54 -0.07 (-0.24%) USD  |  NYSE  |  Dec 27, 16:00
29.52 -0.02 (-0.07%) After-Hours: 20:00
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Schneider National Max Drawdown (5Y): 43.82% 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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ArcBest Corp 67.84%
Heartland Express Inc 54.87%
JB Hunt Transport Services Inc 41.43%
Landstar System Inc 30.13%
Marten Transport Ltd 31.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.815
Beta (5Y) 0.8954
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.32%
Historical Sharpe Ratio (5Y) 0.3229
Historical Sortino (5Y) 0.5184
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.58%