Werner Enterprises Inc (WERN)
37.54
+0.65
(+1.76%)
USD |
NASDAQ |
Nov 01, 16:00
37.54
0.00 (0.00%)
After-Hours: 20:00
Werner Enterprises Max Drawdown (5Y): 29.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 29.68% |
September 30, 2024 | 29.68% |
August 31, 2024 | 29.68% |
July 31, 2024 | 29.68% |
June 30, 2024 | 29.68% |
May 31, 2024 | 29.68% |
April 30, 2024 | 29.68% |
March 31, 2024 | 26.52% |
February 29, 2024 | 26.52% |
January 31, 2024 | 26.52% |
December 31, 2023 | 26.52% |
November 30, 2023 | 26.52% |
October 31, 2023 | 31.33% |
September 30, 2023 | 31.68% |
August 31, 2023 | 31.68% |
July 31, 2023 | 31.68% |
June 30, 2023 | 31.68% |
May 31, 2023 | 31.68% |
April 30, 2023 | 31.68% |
March 31, 2023 | 31.68% |
February 28, 2023 | 31.68% |
January 31, 2023 | 31.68% |
December 31, 2022 | 31.68% |
November 30, 2022 | 31.68% |
October 31, 2022 | 31.68% |
Date | Value |
---|---|
September 30, 2022 | 31.68% |
August 31, 2022 | 31.68% |
July 31, 2022 | 31.68% |
June 30, 2022 | 31.68% |
May 31, 2022 | 31.68% |
April 30, 2022 | 31.68% |
March 31, 2022 | 31.68% |
February 28, 2022 | 31.68% |
January 31, 2022 | 31.68% |
December 31, 2021 | 31.68% |
November 30, 2021 | 31.68% |
October 31, 2021 | 31.68% |
September 30, 2021 | 31.68% |
August 31, 2021 | 31.68% |
July 31, 2021 | 31.68% |
June 30, 2021 | 31.68% |
May 31, 2021 | 31.68% |
April 30, 2021 | 31.68% |
March 31, 2021 | 33.77% |
February 28, 2021 | 33.77% |
January 31, 2021 | 33.77% |
December 31, 2020 | 33.77% |
November 30, 2020 | 33.77% |
October 31, 2020 | 34.83% |
September 30, 2020 | 34.83% |
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
26.52%
Minimum
Nov 2023
34.83%
Maximum
Nov 2019
31.81%
Average
31.68%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Heartland Express Inc | 54.87% |
Knight-Swift Transportation Holdings Inc | 41.69% |
Landstar System Inc | 30.13% |
Marten Transport Ltd | 31.94% |
Old Dominion Freight Line Inc | 36.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.24 |
Beta (5Y) | 0.7963 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.46% |
Historical Sharpe Ratio (5Y) | -0.0411 |
Historical Sortino (5Y) | -0.0757 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.49% |