ProAssurance Corp (PRA)
14.48
-0.17
(-1.16%)
USD |
NYSE |
May 23, 10:03
ProAssurance Max Drawdown (5Y): 75.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.29% |
March 31, 2024 | 75.29% |
February 29, 2024 | 75.29% |
January 31, 2024 | 75.29% |
December 31, 2023 | 75.29% |
November 30, 2023 | 75.29% |
October 31, 2023 | 75.29% |
September 30, 2023 | 75.29% |
August 31, 2023 | 75.29% |
July 31, 2023 | 75.29% |
June 30, 2023 | 75.29% |
May 31, 2023 | 75.29% |
April 30, 2023 | 75.29% |
March 31, 2023 | 75.29% |
February 28, 2023 | 75.29% |
January 31, 2023 | 75.29% |
December 31, 2022 | 75.29% |
November 30, 2022 | 75.29% |
October 31, 2022 | 75.29% |
September 30, 2022 | 75.29% |
August 31, 2022 | 75.29% |
July 31, 2022 | 75.29% |
June 30, 2022 | 75.29% |
May 31, 2022 | 75.29% |
April 30, 2022 | 75.29% |
Date | Value |
---|---|
March 31, 2022 | 75.29% |
February 28, 2022 | 75.29% |
January 31, 2022 | 75.29% |
December 31, 2021 | 75.29% |
November 30, 2021 | 75.29% |
October 31, 2021 | 75.29% |
September 30, 2021 | 75.29% |
August 31, 2021 | 75.29% |
July 31, 2021 | 75.29% |
June 30, 2021 | 75.29% |
May 31, 2021 | 75.29% |
April 30, 2021 | 75.29% |
March 31, 2021 | 75.29% |
February 28, 2021 | 75.29% |
January 31, 2021 | 75.29% |
December 31, 2020 | 75.29% |
November 30, 2020 | 75.29% |
October 31, 2020 | 75.29% |
September 30, 2020 | 75.29% |
August 31, 2020 | 75.29% |
July 31, 2020 | 75.29% |
June 30, 2020 | 75.29% |
May 31, 2020 | 75.29% |
April 30, 2020 | 63.59% |
March 31, 2020 | 62.23% |
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
38.02%
Minimum
May 2019
75.29%
Maximum
May 2020
68.95%
Average
75.29%
Median
May 2020
Max Drawdown (5Y) Benchmarks
American International Group Inc | 69.62% |
Universal Insurance Holdings Inc | 79.58% |
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.93 |
Beta (5Y) | 0.2078 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.25% |
Historical Sharpe Ratio (5Y) | -0.4998 |
Historical Sortino (5Y) | -0.6689 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.71% |