Seibels Bruce Group Inc (SBBG)
0.05
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Seibels Bruce Group Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 94.22% |
June 30, 2023 | 94.22% |
May 31, 2023 | 94.22% |
April 30, 2023 | 94.22% |
March 31, 2023 | 94.22% |
February 28, 2023 | 94.22% |
January 31, 2023 | 94.22% |
December 31, 2022 | 94.22% |
November 30, 2022 | 94.22% |
October 31, 2022 | 94.22% |
September 30, 2022 | 94.22% |
August 31, 2022 | 94.22% |
July 31, 2022 | 94.22% |
June 30, 2022 | 94.22% |
May 31, 2022 | 94.22% |
April 30, 2022 | 94.22% |
Date | Value |
---|---|
March 31, 2022 | 94.22% |
February 28, 2022 | 85.74% |
January 31, 2022 | 85.74% |
December 31, 2021 | 54.36% |
November 30, 2021 | 54.36% |
October 31, 2021 | 54.36% |
September 30, 2021 | 54.36% |
August 31, 2021 | 54.36% |
July 31, 2021 | 54.36% |
June 30, 2021 | 49.66% |
May 31, 2021 | 40.39% |
April 30, 2021 | 40.39% |
March 31, 2021 | 37.54% |
February 28, 2021 | 37.54% |
January 31, 2021 | 37.54% |
December 31, 2020 | 37.54% |
November 30, 2020 | 37.54% |
October 31, 2020 | 34.47% |
September 30, 2020 | 34.47% |
August 31, 2020 | 34.47% |
July 31, 2020 | 34.47% |
June 30, 2020 | 34.47% |
May 31, 2020 | 33.68% |
April 30, 2020 | 33.68% |
March 31, 2020 | 31.55% |
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
20.14%
Minimum
May 2019
100.00%
Maximum
Aug 2023
63.53%
Average
54.36%
Median
Jul 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) | -134.59 |
Beta (5Y) | 3.796 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 700.8% |
Historical Sharpe Ratio (5Y) | -0.1317 |
Historical Sortino (5Y) | -1.423 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.50% |