CorVel Corp (CRVL)
360.19
+4.96
(+1.40%)
USD |
NASDAQ |
Nov 21, 16:00
359.89
-0.30
(-0.08%)
After-Hours: 20:00
CorVel Max Drawdown (5Y): 50.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.72% |
| September 30, 2024 | 50.72% |
| August 31, 2024 | 50.72% |
| July 31, 2024 | 50.72% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.72% |
| August 31, 2022 | 50.72% |
| July 31, 2022 | 50.72% |
| June 30, 2022 | 50.72% |
| May 31, 2022 | 50.72% |
| April 30, 2022 | 50.72% |
| March 31, 2022 | 50.72% |
| February 28, 2022 | 50.72% |
| January 31, 2022 | 50.72% |
| December 31, 2021 | 50.72% |
| November 30, 2021 | 50.72% |
| October 31, 2021 | 50.72% |
| September 30, 2021 | 50.72% |
| August 31, 2021 | 50.72% |
| July 31, 2021 | 50.72% |
| June 30, 2021 | 50.72% |
| May 31, 2021 | 50.72% |
| April 30, 2021 | 50.72% |
| March 31, 2021 | 50.72% |
| February 28, 2021 | 50.72% |
| January 31, 2021 | 50.72% |
| December 31, 2020 | 50.72% |
| November 30, 2020 | 50.72% |
| October 31, 2020 | 50.72% |
| September 30, 2020 | 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
43.75%
Minimum
Nov 2019
50.72%
Maximum
May 2020
50.15%
Average
50.72%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Kingstone Companies Inc | 96.20% |
| eHealth Inc | 98.17% |
| Reliance Global Group Inc | 99.99% |
| The Baldwin Insurance Group Inc | -- |
| GoHealth Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.85 |
| Beta (5Y) | 1.096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.51% |
| Historical Sharpe Ratio (5Y) | 0.7884 |
| Historical Sortino (5Y) | 1.193 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.63% |