Atlantic American Corp (AAME)
1.63
+0.04
(+2.52%)
USD |
NASDAQ |
Nov 21, 16:00
1.64
+0.01
(+0.61%)
After-Hours: 20:00
Atlantic American Max Drawdown (5Y): 77.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 77.42% |
September 30, 2024 | 77.42% |
August 31, 2024 | 76.32% |
July 31, 2024 | 76.16% |
June 30, 2024 | 75.90% |
May 31, 2024 | 75.90% |
April 30, 2024 | 75.90% |
March 31, 2024 | 75.90% |
February 29, 2024 | 75.90% |
January 31, 2024 | 75.90% |
December 31, 2023 | 75.90% |
November 30, 2023 | 75.90% |
October 31, 2023 | 73.56% |
September 30, 2023 | 73.19% |
August 31, 2023 | 73.19% |
July 31, 2023 | 72.13% |
June 30, 2023 | 70.74% |
May 31, 2023 | 69.27% |
April 30, 2023 | 69.27% |
March 31, 2023 | 69.27% |
February 28, 2023 | 69.27% |
January 31, 2023 | 69.27% |
December 31, 2022 | 69.27% |
November 30, 2022 | 69.27% |
October 31, 2022 | 69.27% |
Date | Value |
---|---|
September 30, 2022 | 69.27% |
August 31, 2022 | 69.27% |
July 31, 2022 | 69.27% |
June 30, 2022 | 69.27% |
May 31, 2022 | 69.27% |
April 30, 2022 | 69.27% |
March 31, 2022 | 69.27% |
February 28, 2022 | 69.27% |
January 31, 2022 | 69.27% |
December 31, 2021 | 69.27% |
November 30, 2021 | 69.27% |
October 31, 2021 | 69.27% |
September 30, 2021 | 69.27% |
August 31, 2021 | 69.27% |
July 31, 2021 | 69.27% |
June 30, 2021 | 69.27% |
May 31, 2021 | 69.27% |
April 30, 2021 | 69.27% |
March 31, 2021 | 69.27% |
February 28, 2021 | 69.27% |
January 31, 2021 | 69.27% |
December 31, 2020 | 69.27% |
November 30, 2020 | 69.27% |
October 31, 2020 | 69.27% |
September 30, 2020 | 69.27% |
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
69.27%
Minimum
Nov 2019
77.42%
Maximum
Sep 2024
70.93%
Average
69.27%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Citizens Inc | 80.19% |
Genworth Financial Inc | 73.98% |
Lincoln National Corp | 79.20% |
Brighthouse Financial Inc | 76.93% |
Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.23 |
Beta (5Y) | 0.4569 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.99% |
Historical Sharpe Ratio (5Y) | -0.1226 |
Historical Sortino (5Y) | -0.3041 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.99% |