C.H. Robinson Worldwide, Inc. (CHRW)
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-0.86
(-0.54%)
USD |
NASDAQ |
Sep 15, 13:15
C.H. Robinson Worldwide Max Drawdown (5Y) : 40.56% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 40.56% |
| July 31, 2026 | 40.56% |
| June 30, 2026 | 40.56% |
| May 31, 2026 | 40.56% |
| April 30, 2026 | 40.56% |
| March 31, 2026 | 40.56% |
| February 28, 2026 | 40.56% |
| January 31, 2026 | 40.56% |
| December 31, 2025 | 40.56% |
| November 30, 2025 | 40.56% |
| October 31, 2025 | 40.56% |
| September 30, 2025 | 40.56% |
| August 31, 2025 | 40.56% |
| July 31, 2025 | 40.56% |
| June 30, 2025 | 40.56% |
| May 31, 2025 | 40.56% |
| April 30, 2025 | 40.56% |
| March 31, 2025 | 40.56% |
| February 28, 2025 | 40.56% |
| January 31, 2025 | 40.56% |
| December 31, 2024 | 40.56% |
| November 30, 2024 | 40.56% |
| October 31, 2024 | 40.56% |
| September 30, 2024 | 40.56% |
| August 31, 2024 | 40.56% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 37.68% |
| August 31, 2022 | 37.68% |
| July 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Expeditors International of Washington, Inc. | 35.62% |
| RXO, Inc. | -- |
| Hub Group, Inc. | 40.84% |
| ArcBest Corp. | 62.45% |
| Forward Air Corp. | 93.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.012 |
| Beta (5Y) | 0.9393 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.41% |
| Historical Sharpe Ratio (5Y) | 0.3035 |
| Historical Sortino (5Y) | 0.482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.74% |