CorVel Corp (CRVL)
242.51
+0.94
(+0.39%)
USD |
NASDAQ |
May 03, 16:00
242.03
-0.48
(-0.20%)
After-Hours: 20:00
CorVel Max Drawdown (5Y): 50.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.72% |
March 31, 2024 | 50.72% |
February 29, 2024 | 50.72% |
January 31, 2024 | 50.72% |
December 31, 2023 | 50.72% |
November 30, 2023 | 50.72% |
October 31, 2023 | 50.72% |
September 30, 2023 | 50.72% |
August 31, 2023 | 50.72% |
July 31, 2023 | 50.72% |
June 30, 2023 | 50.72% |
May 31, 2023 | 50.72% |
April 30, 2023 | 50.72% |
March 31, 2023 | 50.72% |
February 28, 2023 | 50.72% |
January 31, 2023 | 50.72% |
December 31, 2022 | 50.72% |
November 30, 2022 | 50.72% |
October 31, 2022 | 50.72% |
September 30, 2022 | 50.72% |
August 31, 2022 | 50.72% |
July 31, 2022 | 50.72% |
June 30, 2022 | 50.72% |
May 31, 2022 | 50.72% |
April 30, 2022 | 50.72% |
Date | Value |
---|---|
March 31, 2022 | 50.72% |
February 28, 2022 | 50.72% |
January 31, 2022 | 50.72% |
December 31, 2021 | 50.72% |
November 30, 2021 | 50.72% |
October 31, 2021 | 50.72% |
September 30, 2021 | 50.72% |
August 31, 2021 | 50.72% |
July 31, 2021 | 50.72% |
June 30, 2021 | 50.72% |
May 31, 2021 | 50.72% |
April 30, 2021 | 50.72% |
March 31, 2021 | 50.72% |
February 28, 2021 | 50.72% |
January 31, 2021 | 50.72% |
December 31, 2020 | 50.72% |
November 30, 2020 | 50.72% |
October 31, 2020 | 50.72% |
September 30, 2020 | 50.72% |
August 31, 2020 | 50.72% |
July 31, 2020 | 50.72% |
June 30, 2020 | 50.72% |
May 31, 2020 | 50.72% |
April 30, 2020 | 49.41% |
March 31, 2020 | 45.69% |
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
43.75%
Minimum
May 2019
50.72%
Maximum
May 2020
49.45%
Average
50.72%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Kingstone Companies Inc | 96.20% |
eHealth Inc | 98.17% |
Reliance Global Group Inc | 99.98% |
The Baldwin Insurance Group Inc | -- |
GoHealth Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.05 |
Beta (5Y) | 1.084 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.93% |
Historical Sharpe Ratio (5Y) | 0.7193 |
Historical Sortino (5Y) | 1.094 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.63% |