TFI International Inc (TFII)
135.34
+1.05
(+0.78%)
USD |
NYSE |
Nov 05, 16:00
135.34
0.00 (0.00%)
After-Hours: 17:38
TFI International Max Drawdown (5Y): 52.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.95% |
| September 30, 2024 | 52.95% |
| August 31, 2024 | 52.95% |
| July 31, 2024 | 52.95% |
| June 30, 2024 | 52.95% |
| May 31, 2024 | 52.95% |
| April 30, 2024 | 52.95% |
| March 31, 2024 | 52.95% |
| February 29, 2024 | 52.95% |
| January 31, 2024 | 52.95% |
| December 31, 2023 | 52.95% |
| November 30, 2023 | 52.95% |
| October 31, 2023 | 52.95% |
| September 30, 2023 | 52.95% |
| August 31, 2023 | 52.95% |
| July 31, 2023 | 52.95% |
| June 30, 2023 | 52.95% |
| May 31, 2023 | 52.95% |
| April 30, 2023 | 52.95% |
| March 31, 2023 | 52.95% |
| February 28, 2023 | 52.95% |
| January 31, 2023 | 52.95% |
| December 31, 2022 | 52.95% |
| November 30, 2022 | 52.95% |
| October 31, 2022 | 52.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.95% |
| August 31, 2022 | 52.95% |
| July 31, 2022 | 52.95% |
| June 30, 2022 | 52.95% |
| May 31, 2022 | 52.95% |
| April 30, 2022 | 52.95% |
| March 31, 2022 | 52.95% |
| February 28, 2022 | 52.95% |
| January 31, 2022 | 52.95% |
| December 31, 2021 | 52.95% |
| November 30, 2021 | 52.95% |
| October 31, 2021 | 52.95% |
| September 30, 2021 | 52.95% |
| August 31, 2021 | 52.95% |
| July 31, 2021 | 52.95% |
| June 30, 2021 | 52.95% |
| May 31, 2021 | 52.95% |
| April 30, 2021 | 52.95% |
| March 31, 2021 | 52.95% |
| February 28, 2021 | 52.95% |
| January 31, 2021 | 52.95% |
| December 31, 2020 | 52.95% |
| November 30, 2020 | 52.95% |
| October 31, 2020 | 52.95% |
| September 30, 2020 | 52.95% |
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
45.58%
Minimum
Nov 2019
52.95%
Maximum
Mar 2020
52.46%
Average
52.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | 13.77 |
| Beta (5Y) | 1.501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.58% |
| Historical Sharpe Ratio (5Y) | 0.7783 |
| Historical Sortino (5Y) | 1.223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.37% |