Expeditors International of Washington Inc (EXPD)
119.06
+0.06
(+0.05%)
USD |
NYSE |
Nov 01, 16:00
119.04
-0.02
(-0.01%)
After-Hours: 20:00
Expeditors International of Washington Max Drawdown (5Y): 35.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 35.62% |
September 30, 2024 | 35.62% |
August 31, 2024 | 35.62% |
July 31, 2024 | 35.62% |
June 30, 2024 | 35.62% |
May 31, 2024 | 35.62% |
April 30, 2024 | 35.62% |
March 31, 2024 | 35.62% |
February 29, 2024 | 35.62% |
January 31, 2024 | 35.62% |
December 31, 2023 | 35.62% |
November 30, 2023 | 35.62% |
October 31, 2023 | 35.62% |
September 30, 2023 | 35.62% |
August 31, 2023 | 35.62% |
July 31, 2023 | 35.62% |
June 30, 2023 | 35.62% |
May 31, 2023 | 35.62% |
April 30, 2023 | 35.62% |
March 31, 2023 | 35.62% |
February 28, 2023 | 35.62% |
January 31, 2023 | 35.62% |
December 31, 2022 | 35.62% |
November 30, 2022 | 35.62% |
October 31, 2022 | 35.62% |
Date | Value |
---|---|
September 30, 2022 | 35.62% |
August 31, 2022 | 32.46% |
July 31, 2022 | 32.46% |
June 30, 2022 | 32.46% |
May 31, 2022 | 32.46% |
April 30, 2022 | 32.46% |
March 31, 2022 | 32.46% |
February 28, 2022 | 32.46% |
January 31, 2022 | 32.46% |
December 31, 2021 | 32.46% |
November 30, 2021 | 32.46% |
October 31, 2021 | 32.46% |
September 30, 2021 | 32.46% |
August 31, 2021 | 32.46% |
July 31, 2021 | 32.46% |
June 30, 2021 | 32.46% |
May 31, 2021 | 32.46% |
April 30, 2021 | 32.46% |
March 31, 2021 | 32.46% |
February 28, 2021 | 32.46% |
January 31, 2021 | 32.46% |
December 31, 2020 | 32.46% |
November 30, 2020 | 32.46% |
October 31, 2020 | 32.46% |
September 30, 2020 | 32.46% |
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
18.64%
Minimum
Nov 2019
35.62%
Maximum
Sep 2022
32.91%
Average
32.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
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) | -3.483 |
Beta (5Y) | 0.984 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.52% |
Historical Sharpe Ratio (5Y) | 0.376 |
Historical Sortino (5Y) | 0.6135 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.46% |