AMERISAFE Inc (AMSF)
47.94
+0.41
(+0.86%)
USD |
NASDAQ |
May 07, 13:34
AMERISAFE Max Drawdown (5Y): 32.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.91% |
March 31, 2024 | 32.91% |
February 29, 2024 | 32.91% |
January 31, 2024 | 32.91% |
December 31, 2023 | 32.91% |
November 30, 2023 | 32.91% |
October 31, 2023 | 32.91% |
September 30, 2023 | 32.91% |
August 31, 2023 | 32.91% |
July 31, 2023 | 32.91% |
June 30, 2023 | 32.91% |
May 31, 2023 | 32.91% |
April 30, 2023 | 32.91% |
March 31, 2023 | 32.91% |
February 28, 2023 | 32.91% |
January 31, 2023 | 32.91% |
December 31, 2022 | 32.91% |
November 30, 2022 | 32.91% |
October 31, 2022 | 32.91% |
September 30, 2022 | 32.91% |
August 31, 2022 | 32.91% |
July 31, 2022 | 32.91% |
June 30, 2022 | 32.91% |
May 31, 2022 | 32.91% |
April 30, 2022 | 32.91% |
Date | Value |
---|---|
March 31, 2022 | 32.91% |
February 28, 2022 | 32.91% |
January 31, 2022 | 32.91% |
December 31, 2021 | 32.91% |
November 30, 2021 | 32.91% |
October 31, 2021 | 32.91% |
September 30, 2021 | 32.91% |
August 31, 2021 | 32.91% |
July 31, 2021 | 32.91% |
June 30, 2021 | 32.91% |
May 31, 2021 | 32.91% |
April 30, 2021 | 32.91% |
March 31, 2021 | 32.91% |
February 28, 2021 | 32.91% |
January 31, 2021 | 32.91% |
December 31, 2020 | 32.91% |
November 30, 2020 | 32.91% |
October 31, 2020 | 32.91% |
September 30, 2020 | 32.91% |
August 31, 2020 | 32.91% |
July 31, 2020 | 32.91% |
June 30, 2020 | 32.91% |
May 31, 2020 | 32.91% |
April 30, 2020 | 32.91% |
March 31, 2020 | 32.91% |
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
23.78%
Minimum
May 2019
32.91%
Maximum
Mar 2020
31.39%
Average
32.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Aflac Inc | 54.88% |
Unum Group | 81.07% |
CNO Financial Group Inc | 63.83% |
Citizens Financial Corp | -- |
Trupanion Inc | 87.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.538 |
Beta (5Y) | 0.3448 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.59% |
Historical Sharpe Ratio (5Y) | 0.0578 |
Historical Sortino (5Y) | 0.0868 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.84% |