Berkshire Hathaway Inc (BRK.A)
710000.0
+6700.02
(+0.95%)
USD |
NYSE |
Nov 21, 13:09
Berkshire Hathaway Max Drawdown (5Y): 30.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.43% |
| September 30, 2024 | 30.43% |
| August 31, 2024 | 30.43% |
| July 31, 2024 | 30.43% |
| June 30, 2024 | 30.43% |
| May 31, 2024 | 30.43% |
| April 30, 2024 | 30.43% |
| March 31, 2024 | 30.43% |
| February 29, 2024 | 30.43% |
| January 31, 2024 | 30.43% |
| December 31, 2023 | 30.43% |
| November 30, 2023 | 30.43% |
| October 31, 2023 | 30.43% |
| September 30, 2023 | 30.43% |
| August 31, 2023 | 30.43% |
| July 31, 2023 | 30.43% |
| June 30, 2023 | 30.43% |
| May 31, 2023 | 30.43% |
| April 30, 2023 | 30.43% |
| March 31, 2023 | 30.43% |
| February 28, 2023 | 30.43% |
| January 31, 2023 | 30.43% |
| December 31, 2022 | 30.43% |
| November 30, 2022 | 30.43% |
| October 31, 2022 | 30.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.43% |
| August 31, 2022 | 30.43% |
| July 31, 2022 | 30.43% |
| June 30, 2022 | 30.43% |
| May 31, 2022 | 30.43% |
| April 30, 2022 | 30.43% |
| March 31, 2022 | 30.43% |
| February 28, 2022 | 30.43% |
| January 31, 2022 | 30.43% |
| December 31, 2021 | 30.43% |
| November 30, 2021 | 30.43% |
| October 31, 2021 | 30.43% |
| September 30, 2021 | 30.43% |
| August 31, 2021 | 30.43% |
| July 31, 2021 | 30.43% |
| June 30, 2021 | 30.43% |
| May 31, 2021 | 30.43% |
| April 30, 2021 | 30.43% |
| March 31, 2021 | 30.43% |
| February 28, 2021 | 30.43% |
| January 31, 2021 | 30.43% |
| December 31, 2020 | 30.43% |
| November 30, 2020 | 30.43% |
| October 31, 2020 | 30.43% |
| September 30, 2020 | 30.43% |
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
18.45%
Minimum
Nov 2019
30.43%
Maximum
Mar 2020
29.63%
Average
30.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Express Co | 49.64% |
| Bank of America Corp | 48.93% |
| JPMorgan Chase & Co | 43.62% |
| Brown & Brown Inc | 34.74% |
| The Goldman Sachs Group Inc | 48.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.657 |
| Beta (5Y) | 0.8695 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.20% |
| Historical Sharpe Ratio (5Y) | 0.6871 |
| Historical Sortino (5Y) | 0.9191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |