Berkshire Hathaway Inc (BRK.B)
408.75
-0.03
(-0.01%)
USD |
NYSE |
Apr 23, 16:00
409.15
+0.40
(+0.10%)
After-Hours: 20:00
Berkshire Hathaway Max Drawdown (5Y): 29.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 29.57% |
February 29, 2024 | 29.57% |
January 31, 2024 | 29.57% |
December 31, 2023 | 29.57% |
November 30, 2023 | 29.57% |
October 31, 2023 | 29.57% |
September 30, 2023 | 29.57% |
August 31, 2023 | 29.57% |
July 31, 2023 | 29.57% |
June 30, 2023 | 29.57% |
May 31, 2023 | 29.57% |
April 30, 2023 | 29.57% |
March 31, 2023 | 29.57% |
February 28, 2023 | 29.57% |
January 31, 2023 | 29.57% |
December 31, 2022 | 29.57% |
November 30, 2022 | 29.57% |
October 31, 2022 | 29.57% |
September 30, 2022 | 29.57% |
August 31, 2022 | 29.57% |
July 31, 2022 | 29.57% |
June 30, 2022 | 29.57% |
May 31, 2022 | 29.57% |
April 30, 2022 | 29.57% |
March 31, 2022 | 29.57% |
Date | Value |
---|---|
February 28, 2022 | 29.57% |
January 31, 2022 | 29.57% |
December 31, 2021 | 29.57% |
November 30, 2021 | 29.57% |
October 31, 2021 | 29.57% |
September 30, 2021 | 29.57% |
August 31, 2021 | 29.57% |
July 31, 2021 | 29.57% |
June 30, 2021 | 29.57% |
May 31, 2021 | 29.57% |
April 30, 2021 | 29.57% |
March 31, 2021 | 29.57% |
February 28, 2021 | 29.57% |
January 31, 2021 | 29.57% |
December 31, 2020 | 29.57% |
November 30, 2020 | 29.57% |
October 31, 2020 | 29.57% |
September 30, 2020 | 29.57% |
August 31, 2020 | 29.57% |
July 31, 2020 | 29.57% |
June 30, 2020 | 29.57% |
May 31, 2020 | 29.57% |
April 30, 2020 | 29.57% |
March 31, 2020 | 29.57% |
February 29, 2020 | 18.69% |
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
18.69%
Minimum
Apr 2019
29.57%
Maximum
Mar 2020
27.58%
Average
29.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
Mastercard Inc | 41.00% |
Progressive Corp | 22.91% |
Bank of America Corp | 48.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.306 |
Beta (5Y) | 0.8901 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.46% |
Historical Sharpe Ratio (5Y) | 0.6805 |
Historical Sortino (5Y) | 0.9184 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.17% |