TFI International Inc (TFII)
83.66
-0.56
(-0.66%)
USD |
NYSE |
Mar 25, 16:00
83.16
-0.50
(-0.60%)
Pre-Market: 07:06
TFI International Max Drawdown (5Y): 52.95% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Canada Jetlines Operations Ltd | -- |
| ArcBest Corp | 67.84% |
| Landstar System Inc | 30.13% |
| Old Dominion Freight Line Inc | 36.10% |
| Saia Inc | 53.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2244 |
| Beta (5Y) | 1.628 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.73% |
| Historical Sharpe Ratio (5Y) | 0.5955 |
| Historical Sortino (5Y) | 1.189 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.05% |