Markel Group Inc (MKL)
1436.52
-14.43
(-0.99%)
USD |
NYSE |
Apr 26, 16:00
1436.68
+0.16
(+0.01%)
After-Hours: 20:00
Markel Group Max Drawdown (5Y): 44.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.66% |
February 29, 2024 | 44.66% |
January 31, 2024 | 44.66% |
December 31, 2023 | 44.66% |
November 30, 2023 | 44.66% |
October 31, 2023 | 44.66% |
September 30, 2023 | 44.66% |
August 31, 2023 | 44.66% |
July 31, 2023 | 44.66% |
June 30, 2023 | 44.66% |
May 31, 2023 | 44.66% |
April 30, 2023 | 44.66% |
March 31, 2023 | 44.66% |
February 28, 2023 | 44.66% |
January 31, 2023 | 44.66% |
December 31, 2022 | 44.66% |
November 30, 2022 | 44.66% |
October 31, 2022 | 44.66% |
September 30, 2022 | 44.66% |
August 31, 2022 | 44.66% |
July 31, 2022 | 44.66% |
June 30, 2022 | 44.66% |
May 31, 2022 | 44.66% |
April 30, 2022 | 44.66% |
March 31, 2022 | 44.66% |
Date | Value |
---|---|
February 28, 2022 | 44.66% |
January 31, 2022 | 44.66% |
December 31, 2021 | 44.66% |
November 30, 2021 | 44.66% |
October 31, 2021 | 44.66% |
September 30, 2021 | 44.66% |
August 31, 2021 | 44.66% |
July 31, 2021 | 44.66% |
June 30, 2021 | 44.66% |
May 31, 2021 | 44.66% |
April 30, 2021 | 44.66% |
March 31, 2021 | 44.66% |
February 28, 2021 | 44.66% |
January 31, 2021 | 44.66% |
December 31, 2020 | 44.66% |
November 30, 2020 | 44.66% |
October 31, 2020 | 44.66% |
September 30, 2020 | 44.66% |
August 31, 2020 | 44.66% |
July 31, 2020 | 44.66% |
June 30, 2020 | 44.66% |
May 31, 2020 | 44.66% |
April 30, 2020 | 44.66% |
March 31, 2020 | 44.66% |
February 29, 2020 | 21.67% |
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
21.67%
Minimum
Apr 2019
44.66%
Maximum
Mar 2020
40.44%
Average
44.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American International Group Inc | 69.62% |
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
United Fire Group Inc | 64.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.270 |
Beta (5Y) | 0.698 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.66% |
Historical Sharpe Ratio (5Y) | 0.2666 |
Historical Sortino (5Y) | 0.3207 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.87% |