Schneider National Inc (SNDR)
31.41
+0.25
(+0.80%)
USD |
NYSE |
Nov 21, 16:00
31.40
0.00 (0.00%)
After-Hours: 20:00
Schneider National Max Drawdown (5Y): 43.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.82% |
| September 30, 2024 | 43.82% |
| August 31, 2024 | 43.82% |
| July 31, 2024 | 43.82% |
| June 30, 2024 | 43.82% |
| May 31, 2024 | 44.01% |
| April 30, 2024 | 44.01% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Jun 2024
44.01%
Maximum
Nov 2019
44.00%
Average
44.01%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Heartland Express Inc | 54.87% |
| ArcBest Corp | 67.84% |
| JB Hunt Transport Services Inc | 41.43% |
| Landstar System Inc | 30.13% |
| Marten Transport Ltd | 31.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.701 |
| Beta (5Y) | 0.8515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.88% |
| Historical Sharpe Ratio (5Y) | 0.1897 |
| Historical Sortino (5Y) | 0.2998 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.58% |