HCI Group Inc (HCI)
111.88
-2.38
(-2.08%)
USD |
NYSE |
May 02, 16:00
111.88
0.00 (0.00%)
After-Hours: 17:29
HCI Group Max Drawdown (5Y): 78.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.77% |
| March 31, 2024 | 78.77% |
| February 29, 2024 | 78.77% |
| January 31, 2024 | 78.77% |
| December 31, 2023 | 78.77% |
| November 30, 2023 | 78.77% |
| October 31, 2023 | 78.77% |
| September 30, 2023 | 78.77% |
| August 31, 2023 | 78.77% |
| July 31, 2023 | 78.77% |
| June 30, 2023 | 78.77% |
| May 31, 2023 | 78.77% |
| April 30, 2023 | 78.77% |
| March 31, 2023 | 78.77% |
| February 28, 2023 | 78.77% |
| January 31, 2023 | 78.77% |
| December 31, 2022 | 78.77% |
| November 30, 2022 | 78.77% |
| October 31, 2022 | 78.77% |
| September 30, 2022 | 70.73% |
| August 31, 2022 | 65.60% |
| July 31, 2022 | 57.07% |
| June 30, 2022 | 57.07% |
| May 31, 2022 | 57.07% |
| April 30, 2022 | 57.07% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.07% |
| February 28, 2022 | 55.46% |
| January 31, 2022 | 53.14% |
| December 31, 2021 | 40.00% |
| November 30, 2021 | 40.00% |
| October 31, 2021 | 40.00% |
| September 30, 2021 | 40.00% |
| August 31, 2021 | 47.66% |
| July 31, 2021 | 48.35% |
| June 30, 2021 | 48.35% |
| May 31, 2021 | 48.35% |
| April 30, 2021 | 48.35% |
| March 31, 2021 | 48.35% |
| February 28, 2021 | 48.35% |
| January 31, 2021 | 48.35% |
| December 31, 2020 | 48.35% |
| November 30, 2020 | 48.35% |
| October 31, 2020 | 48.35% |
| September 30, 2020 | 48.35% |
| August 31, 2020 | 48.35% |
| July 31, 2020 | 48.35% |
| June 30, 2020 | 48.35% |
| May 31, 2020 | 48.35% |
| April 30, 2020 | 48.35% |
| March 31, 2020 | 48.35% |
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
40.00%
Minimum
Sep 2021
78.77%
Maximum
Oct 2022
59.00%
Average
48.35%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Heritage Insurance Holdings Inc | 92.22% |
| Mercury General Corp | 55.29% |
| Progressive Corp | 22.91% |
| Selective Insurance Group Inc | 48.40% |
| WR Berkley Corp | 45.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.44 |
| Beta (5Y) | 1.149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.99% |
| Historical Sharpe Ratio (5Y) | 0.4945 |
| Historical Sortino (5Y) | 0.7678 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.36% |