XPO Inc (XPO)
106.51
-11.74
(-9.93%)
USD |
NYSE |
Apr 26, 10:45
XPO Max Drawdown (5Y): 80.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.43% |
| February 29, 2024 | 80.43% |
| January 31, 2024 | 80.43% |
| December 31, 2023 | 80.43% |
| November 30, 2023 | 80.43% |
| October 31, 2023 | 80.43% |
| September 30, 2023 | 80.43% |
| August 31, 2023 | 80.43% |
| July 31, 2023 | 80.43% |
| June 30, 2023 | 80.43% |
| May 31, 2023 | 80.43% |
| April 30, 2023 | 80.43% |
| March 31, 2023 | 80.06% |
| February 28, 2023 | 79.08% |
| January 31, 2023 | 79.08% |
| December 31, 2022 | 79.08% |
| November 30, 2022 | 79.08% |
| October 31, 2022 | 72.23% |
| September 30, 2022 | 72.23% |
| August 31, 2022 | 70.02% |
| July 31, 2022 | 70.02% |
| June 30, 2022 | 70.02% |
| May 31, 2022 | 68.74% |
| April 30, 2022 | 65.43% |
| March 31, 2022 | 64.48% |
| Date | Value |
|---|---|
| February 28, 2022 | 64.48% |
| January 31, 2022 | 64.48% |
| December 31, 2021 | 64.48% |
| November 30, 2021 | 64.48% |
| October 31, 2021 | 64.48% |
| September 30, 2021 | 64.48% |
| August 31, 2021 | 64.48% |
| July 31, 2021 | 64.48% |
| June 30, 2021 | 64.48% |
| May 31, 2021 | 64.48% |
| April 30, 2021 | 64.48% |
| March 31, 2021 | 64.48% |
| February 28, 2021 | 64.48% |
| January 31, 2021 | 64.48% |
| December 31, 2020 | 64.48% |
| November 30, 2020 | 64.48% |
| October 31, 2020 | 64.48% |
| September 30, 2020 | 64.48% |
| August 31, 2020 | 64.48% |
| July 31, 2020 | 64.48% |
| June 30, 2020 | 64.48% |
| May 31, 2020 | 64.48% |
| April 30, 2020 | 64.48% |
| March 31, 2020 | 64.48% |
| February 29, 2020 | 61.31% |
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
61.31%
Minimum
Apr 2019
80.43%
Maximum
Apr 2023
68.94%
Average
64.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Knight-Swift Transportation Holdings Inc | 50.05% |
| Old Dominion Freight Line Inc | 36.10% |
| Saia Inc | 53.15% |
| Yellow Corp | 96.11% |
| ArcBest Corp | 67.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.78 |
| Beta (5Y) | 2.038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.56% |
| Historical Sharpe Ratio (5Y) | 0.2901 |
| Historical Sortino (5Y) | 0.4112 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.48% |