Verisk Analytics Inc (VRSK)
237.33
+3.57
(+1.53%)
USD |
NASDAQ |
May 03, 16:00
237.40
+0.07
(+0.03%)
After-Hours: 20:00
Verisk Analytics Max Drawdown (5Y): 30.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 30.87% |
March 31, 2024 | 30.87% |
February 29, 2024 | 30.87% |
January 31, 2024 | 30.87% |
December 31, 2023 | 30.87% |
November 30, 2023 | 30.87% |
October 31, 2023 | 30.87% |
September 30, 2023 | 30.87% |
August 31, 2023 | 30.87% |
July 31, 2023 | 30.87% |
June 30, 2023 | 30.87% |
May 31, 2023 | 30.87% |
April 30, 2023 | 30.87% |
March 31, 2023 | 30.87% |
February 28, 2023 | 30.87% |
January 31, 2023 | 30.87% |
December 31, 2022 | 30.87% |
November 30, 2022 | 30.87% |
October 31, 2022 | 30.87% |
September 30, 2022 | 30.87% |
August 31, 2022 | 30.87% |
July 31, 2022 | 30.87% |
June 30, 2022 | 30.87% |
May 31, 2022 | 29.23% |
April 30, 2022 | 29.23% |
Date | Value |
---|---|
March 31, 2022 | 29.23% |
February 28, 2022 | 29.23% |
January 31, 2022 | 29.23% |
December 31, 2021 | 29.23% |
November 30, 2021 | 29.23% |
October 31, 2021 | 29.23% |
September 30, 2021 | 29.23% |
August 31, 2021 | 29.23% |
July 31, 2021 | 29.23% |
June 30, 2021 | 29.23% |
May 31, 2021 | 29.23% |
April 30, 2021 | 29.23% |
March 31, 2021 | 29.23% |
February 28, 2021 | 29.23% |
January 31, 2021 | 29.23% |
December 31, 2020 | 29.23% |
November 30, 2020 | 29.23% |
October 31, 2020 | 29.23% |
September 30, 2020 | 29.23% |
August 31, 2020 | 29.23% |
July 31, 2020 | 29.23% |
June 30, 2020 | 29.23% |
May 31, 2020 | 29.23% |
April 30, 2020 | 29.23% |
March 31, 2020 | 29.23% |
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
19.08%
Minimum
May 2019
30.87%
Maximum
Jun 2022
28.17%
Average
29.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
TransUnion | 64.92% |
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.039 |
Beta (5Y) | 0.7878 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.57% |
Historical Sharpe Ratio (5Y) | 0.3151 |
Historical Sortino (5Y) | 0.462 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.15% |