Brown & Brown Inc (BRO)
112.05
+1.30
(+1.17%)
USD |
NYSE |
Nov 22, 16:00
111.36
-0.69
(-0.62%)
After-Hours: 20:00
Brown & Brown Max Drawdown (5Y): 34.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.74% |
| September 30, 2024 | 34.74% |
| August 31, 2024 | 34.74% |
| July 31, 2024 | 34.74% |
| June 30, 2024 | 34.74% |
| May 31, 2024 | 34.74% |
| April 30, 2024 | 34.74% |
| March 31, 2024 | 34.74% |
| February 29, 2024 | 34.74% |
| January 31, 2024 | 34.74% |
| December 31, 2023 | 34.74% |
| November 30, 2023 | 34.74% |
| October 31, 2023 | 34.74% |
| September 30, 2023 | 34.74% |
| August 31, 2023 | 34.74% |
| July 31, 2023 | 34.74% |
| June 30, 2023 | 34.74% |
| May 31, 2023 | 34.74% |
| April 30, 2023 | 34.74% |
| March 31, 2023 | 34.74% |
| February 28, 2023 | 34.74% |
| January 31, 2023 | 34.74% |
| December 31, 2022 | 34.74% |
| November 30, 2022 | 34.74% |
| October 31, 2022 | 34.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.74% |
| August 31, 2022 | 34.74% |
| July 31, 2022 | 34.74% |
| June 30, 2022 | 34.74% |
| May 31, 2022 | 34.74% |
| April 30, 2022 | 34.74% |
| March 31, 2022 | 34.74% |
| February 28, 2022 | 34.74% |
| January 31, 2022 | 34.74% |
| December 31, 2021 | 34.74% |
| November 30, 2021 | 34.74% |
| October 31, 2021 | 34.74% |
| September 30, 2021 | 34.74% |
| August 31, 2021 | 34.74% |
| July 31, 2021 | 34.74% |
| June 30, 2021 | 34.74% |
| May 31, 2021 | 34.74% |
| April 30, 2021 | 34.74% |
| March 31, 2021 | 34.74% |
| February 28, 2021 | 34.74% |
| January 31, 2021 | 34.74% |
| December 31, 2020 | 34.74% |
| November 30, 2020 | 34.74% |
| October 31, 2020 | 34.74% |
| September 30, 2020 | 34.74% |
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
16.58%
Minimum
Nov 2019
34.74%
Maximum
Mar 2020
33.52%
Average
34.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Arthur J. Gallagher & Co | 37.21% |
| Marsh & McLennan Companies Inc | 35.80% |
| Berkshire Hathaway Inc | 30.43% |
| CorVel Corp | 50.72% |
| Kingstone Companies Inc | 96.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.55 |
| Beta (5Y) | 0.8239 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.67% |
| Historical Sharpe Ratio (5Y) | 0.8588 |
| Historical Sortino (5Y) | 1.096 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.57% |