Brown & Brown Inc (BRO)
82.27
+0.14
(+0.17%)
USD |
NYSE |
Apr 25, 16:00
82.27
0.00 (0.00%)
After-Hours: 20:00
Brown & Brown Max Drawdown (5Y): 34.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 34.74% |
July 31, 2020 | 34.74% |
June 30, 2020 | 34.74% |
May 31, 2020 | 34.74% |
April 30, 2020 | 34.74% |
March 31, 2020 | 34.74% |
February 29, 2020 | 16.58% |
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
Apr 2019
34.74%
Maximum
Mar 2020
31.41%
Average
34.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Marsh & McLennan Companies Inc | 35.80% |
Arthur J. Gallagher & Co | 37.21% |
CorVel Corp | 50.72% |
Kingstone Companies Inc | 96.20% |
eHealth Inc | 98.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.00 |
Beta (5Y) | 0.7848 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.33% |
Historical Sharpe Ratio (5Y) | 0.9553 |
Historical Sortino (5Y) | 1.191 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.57% |