Expeditors International of Washington Inc (EXPD)

111.48 -1.26 (-1.12%) USD  |  NYSE  |  Dec 20, 16:00
111.52 +0.04 (+0.04%) After-Hours: 20:00
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Expeditors International of Washington Max Drawdown (5Y): 35.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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C.H. Robinson Worldwide Inc 40.56%
Forward Air Corp 89.95%
Hub Group Inc 37.59%
Radiant Logistics Inc 60.03%
RXO Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.056
Beta (5Y) 0.9748
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.47%
Historical Sharpe Ratio (5Y) 0.3664
Historical Sortino (5Y) 0.5943
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.46%