Verisk Analytics Inc (VRSK)

278.55 +1.84 (+0.66%) USD  |  NASDAQ  |  Dec 24, 16:00
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Verisk Analytics Max Drawdown (5Y): 30.87% 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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Cass Information Systems Inc 50.90%
Cintas Corp 48.38%
Resources Connection Inc 60.55%
SPAR Group Inc 73.26%
Lightbridge Corp 98.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.574
Beta (5Y) 0.8659
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.67%
Historical Sharpe Ratio (5Y) 0.5325
Historical Sortino (5Y) 0.7866
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.80%