Arthur J. Gallagher & Co (AJG)

283.10 +4.01 (+1.44%) USD  |  NYSE  |  Dec 20, 16:00
283.10 0.00 (0.00%) After-Hours: 20:00
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Arthur J. Gallagher Max Drawdown (5Y): 37.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Max Drawdown (5Y) Benchmarks

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Marsh & McLennan Companies Inc 35.80%
Brown & Brown Inc 34.74%
eHealth Inc 98.17%
CorVel Corp 50.72%
Kingstone Companies Inc 96.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 16.69
Beta (5Y) 0.7397
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.59%
Historical Sharpe Ratio (5Y) 1.126
Historical Sortino (5Y) 1.444
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.02%