CorVel Corp. (CRVL)
71.23
+1.08
(+1.54%)
USD |
NASDAQ |
Aug 24, 16:00
71.10
-0.13
(-0.18%)
Pre-Market: 20:00
CorVel Max Drawdown (5Y) : 64.19% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 64.19% |
| June 30, 2026 | 64.19% |
| May 31, 2026 | 64.19% |
| April 30, 2026 | 64.19% |
| March 31, 2026 | 64.19% |
| February 28, 2026 | 64.19% |
| January 31, 2026 | 48.82% |
| December 31, 2025 | 47.79% |
| November 30, 2025 | 45.06% |
| October 31, 2025 | 45.06% |
| September 30, 2025 | 39.89% |
| August 31, 2025 | 37.11% |
| July 31, 2025 | 37.11% |
| June 30, 2025 | 37.11% |
| May 31, 2025 | 37.11% |
| April 30, 2025 | 50.72% |
| March 31, 2025 | 50.72% |
| February 28, 2025 | 50.72% |
| January 31, 2025 | 50.72% |
| December 31, 2024 | 50.72% |
| November 30, 2024 | 50.72% |
| October 31, 2024 | 50.72% |
| September 30, 2024 | 50.72% |
| August 31, 2024 | 50.72% |
| July 31, 2024 | 50.72% |
| Date | Value |
|---|---|
| June 30, 2024 | 50.72% |
| May 31, 2024 | 50.72% |
| April 30, 2024 | 50.72% |
| March 31, 2024 | 50.72% |
| February 29, 2024 | 50.72% |
| January 31, 2024 | 50.72% |
| December 31, 2023 | 50.72% |
| November 30, 2023 | 50.72% |
| October 31, 2023 | 50.72% |
| September 30, 2023 | 50.72% |
| August 31, 2023 | 50.72% |
| July 31, 2023 | 50.72% |
| June 30, 2023 | 50.72% |
| May 31, 2023 | 50.72% |
| April 30, 2023 | 50.72% |
| March 31, 2023 | 50.72% |
| February 28, 2023 | 50.72% |
| January 31, 2023 | 50.72% |
| December 31, 2022 | 50.72% |
| November 30, 2022 | 50.72% |
| October 31, 2022 | 50.72% |
| September 30, 2022 | 50.72% |
| August 31, 2022 | 50.72% |
| July 31, 2022 | 50.72% |
| June 30, 2022 | 50.72% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Cigna Group | 32.11% |
| Centene Corp. | 74.07% |
| CVS Health Corp. | 56.78% |
| Humana, Inc. | 69.92% |
| Molina Healthcare, Inc. | 70.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.597 |
| Beta (5Y) | 0.9772 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.10% |
| Historical Sharpe Ratio (5Y) | 0.0422 |
| Historical Sortino (5Y) | 0.0646 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.20% |