Yellow Corp (YELLQ)
8.25
-0.02
(-0.24%)
USD |
OTCM |
May 06, 16:00
Yellow Max Drawdown (5Y): 96.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.11% |
| March 31, 2024 | 96.11% |
| February 29, 2024 | 96.11% |
| January 31, 2024 | 96.11% |
| December 31, 2023 | 96.11% |
| November 30, 2023 | 96.11% |
| October 31, 2023 | 96.11% |
| September 30, 2023 | 96.11% |
| August 31, 2023 | 96.11% |
| July 31, 2023 | 96.11% |
| June 30, 2023 | 95.30% |
| May 31, 2023 | 93.49% |
| April 30, 2023 | 93.49% |
| March 31, 2023 | 93.49% |
| February 28, 2023 | 93.49% |
| January 31, 2023 | 93.49% |
| December 31, 2022 | 93.49% |
| November 30, 2022 | 93.49% |
| October 31, 2022 | 93.49% |
| September 30, 2022 | 93.49% |
| August 31, 2022 | 93.49% |
| July 31, 2022 | 93.49% |
| June 30, 2022 | 93.49% |
| May 31, 2022 | 93.49% |
| April 30, 2022 | 93.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.49% |
| February 28, 2022 | 93.49% |
| January 31, 2022 | 93.49% |
| December 31, 2021 | 93.49% |
| November 30, 2021 | 93.49% |
| October 31, 2021 | 93.49% |
| September 30, 2021 | 93.49% |
| August 31, 2021 | 93.49% |
| July 31, 2021 | 93.49% |
| June 30, 2021 | 93.49% |
| May 31, 2021 | 93.49% |
| April 30, 2021 | 95.24% |
| March 31, 2021 | 96.59% |
| February 28, 2021 | 97.93% |
| January 31, 2021 | 98.18% |
| December 31, 2020 | 98.18% |
| November 30, 2020 | 98.91% |
| October 31, 2020 | 98.91% |
| September 30, 2020 | 98.91% |
| August 31, 2020 | 98.91% |
| July 31, 2020 | 99.00% |
| June 30, 2020 | 99.01% |
| May 31, 2020 | 99.01% |
| April 30, 2020 | 99.49% |
| March 31, 2020 | 99.49% |
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
93.49%
Minimum
May 2021
99.94%
Maximum
May 2019
96.14%
Average
96.11%
Median
Jul 2023
Max Drawdown (5Y) Benchmarks
| XPO Inc | 80.43% |
| Covenant Logistics Group Inc | 80.48% |
| Heartland Express Inc | 54.87% |
| Landstar System Inc | 30.13% |
| Marten Transport Ltd | 30.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.56 |
| Beta (5Y) | 2.763 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 159.3% |
| Historical Sharpe Ratio (5Y) | 0.014 |
| Historical Sortino (5Y) | 0.0583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.52% |