Universal Insurance Holdings Inc (UVE)
19.81
+0.09
(+0.46%)
USD |
NYSE |
May 03, 16:00
19.83
+0.02
(+0.10%)
After-Hours: 20:00
Universal Insurance Holdings Max Drawdown (5Y): 79.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.58% |
March 31, 2024 | 79.58% |
February 29, 2024 | 79.58% |
January 31, 2024 | 79.58% |
December 31, 2023 | 79.58% |
November 30, 2023 | 79.58% |
October 31, 2023 | 79.58% |
September 30, 2023 | 79.58% |
August 31, 2023 | 79.58% |
July 31, 2023 | 79.58% |
June 30, 2023 | 79.58% |
May 31, 2023 | 79.58% |
April 30, 2023 | 79.58% |
March 31, 2023 | 79.58% |
February 28, 2023 | 79.58% |
January 31, 2023 | 79.58% |
December 31, 2022 | 79.58% |
November 30, 2022 | 79.58% |
October 31, 2022 | 79.58% |
September 30, 2022 | 77.87% |
August 31, 2022 | 76.30% |
July 31, 2022 | 76.30% |
June 30, 2022 | 76.30% |
May 31, 2022 | 76.30% |
April 30, 2022 | 76.30% |
Date | Value |
---|---|
March 31, 2022 | 76.30% |
February 28, 2022 | 76.30% |
January 31, 2022 | 76.30% |
December 31, 2021 | 76.30% |
November 30, 2021 | 76.30% |
October 31, 2021 | 76.30% |
September 30, 2021 | 76.30% |
August 31, 2021 | 76.30% |
July 31, 2021 | 76.30% |
June 30, 2021 | 76.30% |
May 31, 2021 | 76.30% |
April 30, 2021 | 76.30% |
March 31, 2021 | 76.30% |
February 28, 2021 | 76.30% |
January 31, 2021 | 76.30% |
December 31, 2020 | 76.30% |
November 30, 2020 | 76.30% |
October 31, 2020 | 76.30% |
September 30, 2020 | 70.72% |
August 31, 2020 | 67.28% |
July 31, 2020 | 67.28% |
June 30, 2020 | 67.28% |
May 31, 2020 | 67.28% |
April 30, 2020 | 67.28% |
March 31, 2020 | 67.28% |
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
54.13%
Minimum
May 2019
79.58%
Maximum
Oct 2022
72.72%
Average
76.30%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
ProAssurance Corp | 75.29% |
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
United Fire Group Inc | 64.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.12 |
Beta (5Y) | 0.846 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.30% |
Historical Sharpe Ratio (5Y) | -0.1315 |
Historical Sortino (5Y) | -0.2124 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.41% |