Verisk Analytics Inc (VRSK)
290.73
+3.17
(+1.10%)
USD |
NASDAQ |
Nov 22, 16:00
290.67
-0.06
(-0.02%)
After-Hours: 20:00
Verisk Analytics Max Drawdown (5Y): 30.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.87% |
| September 30, 2024 | 30.87% |
| August 31, 2024 | 30.87% |
| July 31, 2024 | 30.87% |
| June 30, 2024 | 30.87% |
| May 31, 2024 | 30.87% |
| April 30, 2024 | 30.87% |
| March 31, 2024 | 30.87% |
| February 29, 2024 | 30.87% |
| January 31, 2024 | 30.87% |
| December 31, 2023 | 30.87% |
| November 30, 2023 | 30.87% |
| October 31, 2023 | 30.87% |
| September 30, 2023 | 30.87% |
| August 31, 2023 | 30.87% |
| July 31, 2023 | 30.87% |
| June 30, 2023 | 30.87% |
| May 31, 2023 | 30.87% |
| April 30, 2023 | 30.87% |
| March 31, 2023 | 30.87% |
| February 28, 2023 | 30.87% |
| January 31, 2023 | 30.87% |
| December 31, 2022 | 30.87% |
| November 30, 2022 | 30.87% |
| October 31, 2022 | 30.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.87% |
| August 31, 2022 | 30.87% |
| July 31, 2022 | 30.87% |
| June 30, 2022 | 30.87% |
| May 31, 2022 | 29.23% |
| April 30, 2022 | 29.23% |
| March 31, 2022 | 29.23% |
| February 28, 2022 | 29.23% |
| January 31, 2022 | 29.23% |
| December 31, 2021 | 29.23% |
| November 30, 2021 | 29.23% |
| October 31, 2021 | 29.23% |
| September 30, 2021 | 29.23% |
| August 31, 2021 | 29.23% |
| July 31, 2021 | 29.23% |
| June 30, 2021 | 29.23% |
| May 31, 2021 | 29.23% |
| April 30, 2021 | 29.23% |
| March 31, 2021 | 29.23% |
| February 28, 2021 | 29.23% |
| January 31, 2021 | 29.23% |
| December 31, 2020 | 29.23% |
| November 30, 2020 | 29.23% |
| October 31, 2020 | 29.23% |
| September 30, 2020 | 29.23% |
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
19.08%
Minimum
Nov 2019
30.87%
Maximum
Jun 2022
29.35%
Average
29.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Resources Connection Inc | 60.11% |
| SPAR Group Inc | 73.26% |
| Lightbridge Corp | 98.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9599 |
| Beta (5Y) | 0.8589 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.70% |
| Historical Sharpe Ratio (5Y) | 0.4877 |
| Historical Sortino (5Y) | 0.7212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.80% |