Schneider National Inc (SNDR)
22.28
+0.12
(+0.54%)
USD |
NYSE |
May 24, 16:00
22.28
0.00 (0.00%)
After-Hours: 17:07
Schneider National Max Drawdown (5Y): 43.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.82% |
March 31, 2024 | 44.01% |
February 29, 2024 | 44.01% |
January 31, 2024 | 44.01% |
December 31, 2023 | 44.01% |
November 30, 2023 | 44.01% |
October 31, 2023 | 44.01% |
September 30, 2023 | 44.01% |
August 31, 2023 | 44.01% |
July 31, 2023 | 44.01% |
June 30, 2023 | 44.01% |
May 31, 2023 | 44.01% |
April 30, 2023 | 44.01% |
March 31, 2023 | 44.01% |
February 28, 2023 | 44.01% |
January 31, 2023 | 44.01% |
December 31, 2022 | 44.01% |
November 30, 2022 | 44.01% |
October 31, 2022 | 44.01% |
September 30, 2022 | 44.01% |
August 31, 2022 | 44.01% |
July 31, 2022 | 44.01% |
June 30, 2022 | 44.01% |
May 31, 2022 | 44.01% |
April 30, 2022 | 44.01% |
Date | Value |
---|---|
March 31, 2022 | 44.01% |
February 28, 2022 | 44.01% |
January 31, 2022 | 44.01% |
December 31, 2021 | 44.01% |
November 30, 2021 | 44.01% |
October 31, 2021 | 44.01% |
September 30, 2021 | 44.01% |
August 31, 2021 | 44.01% |
July 31, 2021 | 44.01% |
June 30, 2021 | 44.01% |
May 31, 2021 | 44.01% |
April 30, 2021 | 44.01% |
March 31, 2021 | 44.01% |
February 28, 2021 | 44.01% |
January 31, 2021 | 44.01% |
December 31, 2020 | 44.01% |
November 30, 2020 | 44.01% |
October 31, 2020 | 44.01% |
September 30, 2020 | 44.01% |
August 31, 2020 | 44.01% |
July 31, 2020 | 44.01% |
June 30, 2020 | 44.01% |
May 31, 2020 | 44.01% |
April 30, 2020 | 44.01% |
March 31, 2020 | 44.01% |
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
43.82%
Minimum
Apr 2024
44.01%
Maximum
Jun 2019
44.01%
Average
44.01%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Knight-Swift Transportation Holdings Inc | 48.86% |
JB Hunt Transport Services Inc | 41.43% |
Werner Enterprises Inc | 29.68% |
ArcBest Corp | 67.84% |
Covenant Logistics Group Inc | 80.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.258 |
Beta (5Y) | 0.9093 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.42% |
Historical Sharpe Ratio (5Y) | 0.0308 |
Historical Sortino (5Y) | 0.0508 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.58% |