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CorVel Corporation (CRVL)

Equity · Currency in USD
Sector
Financial Services
Industry
Insurance Brokers
ISIN
US2210061097
CUSIP
221006109

CRVLPrice Chart


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CRVLPerformance

The chart shows the growth of $10,000 invested in CorVel Corporation on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $115,987 for a total return of roughly 1,059.87%. All prices are adjusted for splits and dividends.


CRVL (CorVel Corporation)
Benchmark (S&P 500)

CRVLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-8.30%-1.87%
1M-3.08%-0.21%
6M37.71%8.24%
1Y75.55%24.78%
5Y38.59%15.48%
10Y22.29%13.85%

CRVLMonthly Returns Heatmap


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CRVLSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current CorVel Corporation Sharpe ratio is 2.74. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


CRVL (CorVel Corporation)
Benchmark (S&P 500)

CRVLDividends


CorVel Corporation doesn't pay dividends

CRVLDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


CRVL (CorVel Corporation)
Benchmark (S&P 500)

CRVLWorst Drawdowns

The table below shows the maximum drawdowns of the CorVel Corporation. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the CorVel Corporation is 50.72%, recorded on May 14, 2020. It took 151 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.72%Jan 22, 202080May 14, 2020151Dec 17, 2020231
-43.75%Mar 19, 2014368Sep 1, 2015519Sep 22, 2017887
-27.94%Apr 5, 201187Aug 8, 201157Oct 27, 2011144
-26.41%Oct 28, 2011105Mar 29, 2012295Jun 4, 2013400
-20.9%Oct 20, 201790Mar 1, 2018137Sep 14, 2018227
-19.36%Jul 25, 201946Sep 27, 201973Jan 13, 2020119
-15.36%Dec 4, 201814Dec 24, 201883Apr 25, 201997
-13.4%May 18, 20106May 25, 201040Jul 22, 201046
-12.77%Sep 25, 201822Oct 24, 20188Nov 5, 201830
-12.65%Apr 7, 201023May 7, 20106May 17, 201029

CRVLVolatility Chart

Current CorVel Corporation volatility is 26.89%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CRVL (CorVel Corporation)
Benchmark (S&P 500)

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