Werner Enterprises Inc (WERN)
39.32
+0.34
(+0.89%)
USD |
NASDAQ |
Nov 21, 16:00
39.32
0.00 (0.00%)
After-Hours: 18:46
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% |