TFI International Inc (TFII)

152.42 -0.42 (-0.28%) USD  |  NYSE  |  Dec 16, 16:00
152.42 0.00 (0.00%) After-Hours: 20:00
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TFI International Max Drawdown (5Y): 52.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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%
Knight-Swift Transportation Holdings Inc 41.69%
Saia Inc 53.15%
Heartland Express Inc 54.87%
JB Hunt Transport Services Inc 41.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.72
Beta (5Y) 1.511
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.61%
Historical Sharpe Ratio (5Y) 0.8188
Historical Sortino (5Y) 1.285
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.37%