XPO Inc (XPO)

135.25 -10.26 (-7.05%) USD  |  NYSE  |  Dec 20, 16:00
134.32 -0.93 (-0.69%) After-Hours: 20:00
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XPO Max Drawdown (5Y): 64.48% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Heartland Express Inc 54.87%
Universal Logistics Holdings Inc 67.58%
Old Dominion Freight Line Inc 36.10%
Werner Enterprises Inc 29.68%
Saia Inc 53.15%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.153
Beta (5Y) 2.111
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 52.00%
Historical Sharpe Ratio (5Y) 0.7182
Historical Sortino (5Y) 1.206
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.40%