Kinsale Capital Group Inc (KNSL)
390.50
+6.63
(+1.73%)
USD |
NYSE |
May 17, 16:00
396.78
+6.28
(+1.61%)
After-Hours: 20:00
Kinsale Capital Group Max Drawdown (5Y): 38.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.24% |
March 31, 2024 | 38.24% |
February 29, 2024 | 38.24% |
January 31, 2024 | 38.24% |
December 31, 2023 | 38.24% |
November 30, 2023 | 38.24% |
October 31, 2023 | 38.24% |
September 30, 2023 | 38.24% |
August 31, 2023 | 38.24% |
July 31, 2023 | 38.24% |
June 30, 2023 | 38.24% |
May 31, 2023 | 38.24% |
April 30, 2023 | 38.24% |
March 31, 2023 | 38.24% |
February 28, 2023 | 38.24% |
January 31, 2023 | 38.24% |
December 31, 2022 | 38.24% |
November 30, 2022 | 38.24% |
October 31, 2022 | 38.24% |
September 30, 2022 | 38.24% |
August 31, 2022 | 38.24% |
July 31, 2022 | 38.24% |
June 30, 2022 | 38.24% |
May 31, 2022 | 38.24% |
April 30, 2022 | 38.24% |
Date | Value |
---|---|
March 31, 2022 | 38.24% |
February 28, 2022 | 38.24% |
January 31, 2022 | 38.24% |
December 31, 2021 | 38.24% |
November 30, 2021 | 38.24% |
October 31, 2021 | 38.24% |
September 30, 2021 | 38.24% |
August 31, 2021 | 38.24% |
July 31, 2021 | 38.24% |
June 30, 2021 | 38.24% |
May 31, 2021 | 38.24% |
April 30, 2021 | 36.74% |
March 31, 2021 | 36.74% |
February 28, 2021 | 36.01% |
January 31, 2021 | 36.01% |
December 31, 2020 | 36.01% |
November 30, 2020 | 36.01% |
October 31, 2020 | 36.01% |
September 30, 2020 | 36.01% |
August 31, 2020 | 36.01% |
July 31, 2020 | 36.01% |
June 30, 2020 | 36.01% |
May 31, 2020 | 36.01% |
April 30, 2020 | 36.01% |
March 31, 2020 | 36.01% |
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
19.83%
Minimum
May 2019
38.24%
Maximum
May 2021
34.73%
Average
38.24%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
United Fire Group Inc | 64.48% |
Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.32 |
Beta (5Y) | 0.9808 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.87% |
Historical Sharpe Ratio (5Y) | 0.8872 |
Historical Sortino (5Y) | 1.675 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |