Brown & Brown Inc (BRO)

103.85 +1.05 (+1.02%) USD  |  NYSE  |  Dec 24, 16:00
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Brown & Brown Max Drawdown (5Y): 34.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Marsh & McLennan Companies Inc 35.80%
Arthur J. Gallagher & Co 37.21%
Berkshire Hathaway Inc 30.43%
CorVel Corp 50.72%
Kingstone Companies Inc 96.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.85
Beta (5Y) 0.8357
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.61%
Historical Sharpe Ratio (5Y) 0.9352
Historical Sortino (5Y) 1.192
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.57%