XPO Inc (XPO)
102.99
+0.01
(+0.01%)
USD |
NYSE |
Jun 14, 16:00
99.32
-3.67
(-3.56%)
Pre-Market: 08:42
XPO Max Drawdown (5Y): 80.43% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 80.43% |
April 30, 2024 | 80.43% |
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% |
Date | Value |
---|---|
April 30, 2022 | 65.43% |
March 31, 2022 | 64.48% |
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% |
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
Jun 2019
80.43%
Maximum
Apr 2023
69.58%
Average
64.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Old Dominion Freight Line Inc | 36.10% |
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) | -13.30 |
Beta (5Y) | 1.947 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.35% |
Historical Sharpe Ratio (5Y) | 0.2462 |
Historical Sortino (5Y) | 0.3531 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.48% |