Safety Insurance Group Inc (SAFT)
79.18
-1.98
(-2.44%)
USD |
NASDAQ |
May 03, 16:00
79.18
0.00 (0.00%)
After-Hours: 20:00
Safety Insurance Group Max Drawdown (5Y): 32.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.78% |
March 31, 2024 | 32.78% |
February 29, 2024 | 32.78% |
January 31, 2024 | 32.78% |
December 31, 2023 | 32.78% |
November 30, 2023 | 32.78% |
October 31, 2023 | 32.78% |
September 30, 2023 | 32.78% |
August 31, 2023 | 32.78% |
July 31, 2023 | 32.78% |
June 30, 2023 | 32.78% |
May 31, 2023 | 32.78% |
April 30, 2023 | 32.78% |
March 31, 2023 | 32.78% |
February 28, 2023 | 32.78% |
January 31, 2023 | 32.78% |
December 31, 2022 | 32.78% |
November 30, 2022 | 32.78% |
October 31, 2022 | 32.78% |
September 30, 2022 | 32.78% |
August 31, 2022 | 32.78% |
July 31, 2022 | 32.78% |
June 30, 2022 | 32.78% |
May 31, 2022 | 32.78% |
April 30, 2022 | 32.78% |
Date | Value |
---|---|
March 31, 2022 | 32.78% |
February 28, 2022 | 32.78% |
January 31, 2022 | 32.78% |
December 31, 2021 | 32.78% |
November 30, 2021 | 32.78% |
October 31, 2021 | 32.78% |
September 30, 2021 | 32.78% |
August 31, 2021 | 32.78% |
July 31, 2021 | 32.78% |
June 30, 2021 | 32.78% |
May 31, 2021 | 32.78% |
April 30, 2021 | 32.78% |
March 31, 2021 | 32.78% |
February 28, 2021 | 32.78% |
January 31, 2021 | 32.78% |
December 31, 2020 | 32.78% |
November 30, 2020 | 32.78% |
October 31, 2020 | 32.78% |
September 30, 2020 | 32.78% |
August 31, 2020 | 32.78% |
July 31, 2020 | 32.78% |
June 30, 2020 | 32.78% |
May 31, 2020 | 32.78% |
April 30, 2020 | 32.78% |
March 31, 2020 | 32.78% |
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
20.46%
Minimum
May 2019
32.78%
Maximum
Mar 2020
30.75%
Average
32.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Allstate Corp | 41.38% |
The Hartford Financial Services Group Inc | 57.58% |
Progressive Corp | 22.91% |
The Travelers Companies Inc | 46.25% |
Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.877 |
Beta (5Y) | 0.1884 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.99% |
Historical Sharpe Ratio (5Y) | -0.037 |
Historical Sortino (5Y) | -0.0554 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.32% |