C.H. Robinson Worldwide Inc (CHRW)

104.34 -0.66 (-0.63%) USD  |  NASDAQ  |  Dec 20, 16:00
104.87 +0.53 (+0.51%) After-Hours: 20:00
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C.H. Robinson Worldwide Max Drawdown (5Y): 40.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Expeditors International of Washington Inc 35.62%
Hub Group Inc 37.59%
RXO Inc --
Forward Air Corp 89.95%
Radiant Logistics Inc 60.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.328
Beta (5Y) 0.8319
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.53%
Historical Sharpe Ratio (5Y) 0.2464
Historical Sortino (5Y) 0.4288
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.95%