CorVel Corp (CRVL)

344.94 +10.69 (+3.20%) USD  |  NASDAQ  |  Dec 20, 16:00
344.65 -0.29 (-0.08%) After-Hours: 20:00
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CorVel Max Drawdown (5Y): 50.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Kingstone Companies Inc 96.20%
eHealth Inc 98.17%
Reliance Global Group Inc 99.99%
The Baldwin Insurance Group Inc 58.02%
GoHealth Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 17.04
Beta (5Y) 1.139
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.73%
Historical Sharpe Ratio (5Y) 0.9027
Historical Sortino (5Y) 1.377
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.63%