Markel Group Inc (MKL)

1727.20 +26.93 (+1.58%) USD  |  NYSE  |  Dec 20, 16:00
1727.76 +0.56 (+0.03%) After-Hours: 20:00
More

Markel Group Max Drawdown (5Y): 44.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MKL.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Allstate Corp 41.38%
The Travelers Companies Inc 46.25%
WR Berkley Corp 45.35%
Cincinnati Financial Corp 58.14%
Safety Insurance Group Inc 32.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.283
Beta (5Y) 0.7724
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.40%
Historical Sharpe Ratio (5Y) 0.2664
Historical Sortino (5Y) 0.3389
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.87%