C.H. Robinson Worldwide Inc (CHRW)
108.34
-0.69
(-0.63%)
USD |
NASDAQ |
Nov 21, 15:38
C.H. Robinson Worldwide Max Drawdown (5Y): 40.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.56% |
| September 30, 2024 | 40.56% |
| August 31, 2024 | 40.56% |
| July 31, 2024 | 40.56% |
| June 30, 2024 | 40.56% |
| May 31, 2024 | 40.56% |
| April 30, 2024 | 40.56% |
| March 31, 2024 | 39.02% |
| February 29, 2024 | 37.79% |
| January 31, 2024 | 37.68% |
| December 31, 2023 | 37.68% |
| November 30, 2023 | 37.68% |
| October 31, 2023 | 37.68% |
| September 30, 2023 | 37.68% |
| August 31, 2023 | 37.68% |
| July 31, 2023 | 37.68% |
| June 30, 2023 | 37.68% |
| May 31, 2023 | 37.68% |
| April 30, 2023 | 37.68% |
| March 31, 2023 | 37.68% |
| February 28, 2023 | 37.68% |
| January 31, 2023 | 37.68% |
| December 31, 2022 | 37.68% |
| November 30, 2022 | 37.68% |
| October 31, 2022 | 37.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.68% |
| August 31, 2022 | 37.68% |
| July 31, 2022 | 37.68% |
| June 30, 2022 | 37.68% |
| May 31, 2022 | 37.68% |
| April 30, 2022 | 37.68% |
| March 31, 2022 | 37.68% |
| February 28, 2022 | 37.68% |
| January 31, 2022 | 37.68% |
| December 31, 2021 | 37.68% |
| November 30, 2021 | 37.68% |
| October 31, 2021 | 37.68% |
| September 30, 2021 | 37.68% |
| August 31, 2021 | 37.68% |
| July 31, 2021 | 37.68% |
| June 30, 2021 | 37.68% |
| May 31, 2021 | 37.68% |
| April 30, 2021 | 37.68% |
| March 31, 2021 | 37.68% |
| February 28, 2021 | 37.68% |
| January 31, 2021 | 37.68% |
| December 31, 2020 | 37.68% |
| November 30, 2020 | 37.68% |
| October 31, 2020 | 37.68% |
| September 30, 2020 | 37.68% |
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
23.76%
Minimum
Nov 2019
40.56%
Maximum
Apr 2024
37.23%
Average
37.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hub Group Inc | 37.59% |
| Expeditors International of Washington Inc | 35.62% |
| Air Transport Services Group Inc | 65.51% |
| RXO Inc | -- |
| Radiant Logistics Inc | 60.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.154 |
| Beta (5Y) | 0.8365 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.58% |
| Historical Sharpe Ratio (5Y) | 0.2409 |
| Historical Sortino (5Y) | 0.42 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.95% |