W.R. Berkley Corp. (WRB)
77.44
+0.29
(+0.38%)
USD |
NYSE |
Nov 13, 16:00
77.45
+0.01
(+0.01%)
Pre-Market: 19:59
W.R. Berkley Max Drawdown (5Y) : 26.29% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 26.29% |
| September 30, 2026 | 26.29% |
| August 31, 2026 | 26.29% |
| July 31, 2026 | 26.29% |
| June 30, 2026 | 26.29% |
| May 31, 2026 | 26.29% |
| April 30, 2026 | 26.29% |
| March 31, 2026 | 26.29% |
| February 28, 2026 | 26.29% |
| January 31, 2026 | 26.29% |
| December 31, 2025 | 26.29% |
| November 30, 2025 | 26.29% |
| October 31, 2025 | 26.29% |
| September 30, 2025 | 26.29% |
| August 31, 2025 | 26.29% |
| July 31, 2025 | 26.29% |
| June 30, 2025 | 29.53% |
| May 31, 2025 | 30.02% |
| April 30, 2025 | 40.84% |
| March 31, 2025 | 40.84% |
| February 28, 2025 | 45.35% |
| January 31, 2025 | 45.35% |
| December 31, 2024 | 45.35% |
| November 30, 2024 | 45.35% |
| October 31, 2024 | 45.35% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Travelers Cos., Inc. | 18.90% |
| The Progressive Corp. | 30.31% |
| RLI Corp. | 43.50% |
| Chubb Ltd. | 19.28% |
| Cincinnati Financial Corp. | 35.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.04 |
| Beta (5Y) | 0.2270 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.98% |
| Historical Sharpe Ratio (5Y) | 0.7856 |
| Historical Sortino (5Y) | 1.426 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.98% |