Berkshire Hathaway Inc (BRK.A)

682500.0 +9226.00 (+1.37%) USD  |  NYSE  |  Dec 20, 16:00
680780.0 -1720.01 (-0.25%) Pre-Market: 20:00
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Berkshire Hathaway Max Drawdown (5Y): 30.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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American Express Co 49.64%
Bank of America Corp 48.93%
Brown & Brown Inc 34.74%
CorVel Corp 50.72%
Kingstone Companies Inc 96.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.905
Beta (5Y) 0.8736
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.23%
Historical Sharpe Ratio (5Y) 0.7203
Historical Sortino (5Y) 0.9656
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.93%