WR Berkley Corp (WRB)
57.50
+0.33
(+0.58%)
USD |
NYSE |
Nov 01, 16:00
57.50
0.00 (0.00%)
After-Hours: 20:00
WR Berkley Max Drawdown (5Y): 45.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.35% |
September 30, 2024 | 45.35% |
August 31, 2024 | 45.35% |
July 31, 2024 | 45.35% |
June 30, 2024 | 45.35% |
May 31, 2024 | 45.35% |
April 30, 2024 | 45.35% |
March 31, 2024 | 45.35% |
February 29, 2024 | 45.35% |
January 31, 2024 | 45.35% |
December 31, 2023 | 45.35% |
November 30, 2023 | 45.35% |
October 31, 2023 | 45.35% |
September 30, 2023 | 45.35% |
August 31, 2023 | 45.35% |
July 31, 2023 | 45.35% |
June 30, 2023 | 45.35% |
May 31, 2023 | 45.35% |
April 30, 2023 | 45.35% |
March 31, 2023 | 45.35% |
February 28, 2023 | 45.35% |
January 31, 2023 | 45.35% |
December 31, 2022 | 45.35% |
November 30, 2022 | 45.35% |
October 31, 2022 | 45.35% |
Date | Value |
---|---|
September 30, 2022 | 45.35% |
August 31, 2022 | 45.35% |
July 31, 2022 | 45.35% |
June 30, 2022 | 45.35% |
May 31, 2022 | 45.35% |
April 30, 2022 | 45.35% |
March 31, 2022 | 45.35% |
February 28, 2022 | 45.35% |
January 31, 2022 | 45.35% |
December 31, 2021 | 45.35% |
November 30, 2021 | 45.35% |
October 31, 2021 | 45.35% |
September 30, 2021 | 45.35% |
August 31, 2021 | 45.35% |
July 31, 2021 | 45.35% |
June 30, 2021 | 45.35% |
May 31, 2021 | 45.35% |
April 30, 2021 | 45.35% |
March 31, 2021 | 45.35% |
February 28, 2021 | 45.35% |
January 31, 2021 | 45.35% |
December 31, 2020 | 45.35% |
November 30, 2020 | 45.35% |
October 31, 2020 | 45.35% |
September 30, 2020 | 45.35% |
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
17.55%
Minimum
Nov 2019
45.35%
Maximum
Mar 2020
43.50%
Average
45.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cincinnati Financial Corp | 58.14% |
Progressive Corp | 22.91% |
RLI Corp | 30.17% |
Allstate Corp | 41.38% |
The Hartford Financial Services Group Inc | 57.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.956 |
Beta (5Y) | 0.6192 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.76% |
Historical Sharpe Ratio (5Y) | 0.5027 |
Historical Sortino (5Y) | 0.5866 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.58% |