Investors Title Co (ITIC)
161.51
+1.08
(+0.67%)
USD |
NASDAQ |
May 01, 16:00
162.00
+0.49
(+0.30%)
Pre-Market: 20:00
Investors Title Max Drawdown (5Y): 43.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.79% |
March 31, 2024 | 43.79% |
February 29, 2024 | 43.79% |
January 31, 2024 | 43.79% |
December 31, 2023 | 43.79% |
November 30, 2023 | 43.79% |
October 31, 2023 | 43.79% |
September 30, 2023 | 43.79% |
August 31, 2023 | 43.79% |
July 31, 2023 | 43.79% |
June 30, 2023 | 43.79% |
May 31, 2023 | 43.79% |
April 30, 2023 | 43.79% |
March 31, 2023 | 43.79% |
February 28, 2023 | 43.79% |
January 31, 2023 | 43.79% |
December 31, 2022 | 43.79% |
November 30, 2022 | 43.79% |
October 31, 2022 | 43.79% |
September 30, 2022 | 43.37% |
August 31, 2022 | 43.37% |
July 31, 2022 | 43.37% |
June 30, 2022 | 43.37% |
May 31, 2022 | 43.37% |
April 30, 2022 | 43.37% |
Date | Value |
---|---|
March 31, 2022 | 43.37% |
February 28, 2022 | 43.37% |
January 31, 2022 | 43.37% |
December 31, 2021 | 43.37% |
November 30, 2021 | 43.37% |
October 31, 2021 | 43.37% |
September 30, 2021 | 43.37% |
August 31, 2021 | 43.37% |
July 31, 2021 | 43.37% |
June 30, 2021 | 43.37% |
May 31, 2021 | 43.37% |
April 30, 2021 | 43.37% |
March 31, 2021 | 43.37% |
February 28, 2021 | 43.37% |
January 31, 2021 | 43.37% |
December 31, 2020 | 43.37% |
November 30, 2020 | 43.37% |
October 31, 2020 | 43.37% |
September 30, 2020 | 43.37% |
August 31, 2020 | 43.37% |
July 31, 2020 | 43.37% |
June 30, 2020 | 43.37% |
May 31, 2020 | 43.37% |
April 30, 2020 | 43.37% |
March 31, 2020 | 43.37% |
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
31.17%
Minimum
May 2019
43.79%
Maximum
Oct 2022
41.47%
Average
43.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First American Financial Corp | 50.13% |
Fidelity National Financial Inc | 56.13% |
Stewart Information Services Corp | 53.49% |
Atlantic American Corp | 75.90% |
AMERISAFE Inc | 32.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.284 |
Beta (5Y) | 0.8679 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.83% |
Historical Sharpe Ratio (5Y) | 0.1064 |
Historical Sortino (5Y) | 0.1697 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.93% |