American Coastal Insurance Corp (ACIC)
10.43
-0.26
(-2.43%)
USD |
NASDAQ |
May 02, 16:00
10.41
-0.02
(-0.19%)
Pre-Market: 20:00
American Coastal Insurance Max Drawdown (5Y): 98.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.49% |
| March 31, 2024 | 98.49% |
| February 29, 2024 | 98.49% |
| January 31, 2024 | 98.49% |
| December 31, 2023 | 98.49% |
| November 30, 2023 | 98.49% |
| October 31, 2023 | 98.49% |
| September 30, 2023 | 98.49% |
| August 31, 2023 | 98.49% |
| July 31, 2023 | 98.49% |
| June 30, 2023 | 98.49% |
| May 31, 2023 | 98.49% |
| April 30, 2023 | 98.49% |
| March 31, 2023 | 98.49% |
| February 28, 2023 | 98.49% |
| January 31, 2023 | 98.49% |
| December 31, 2022 | 98.49% |
| November 30, 2022 | 98.49% |
| October 31, 2022 | 97.97% |
| September 30, 2022 | 96.93% |
| August 31, 2022 | 95.22% |
| July 31, 2022 | 94.52% |
| June 30, 2022 | 93.01% |
| May 31, 2022 | 93.01% |
| April 30, 2022 | 88.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.35% |
| February 28, 2022 | 86.35% |
| January 31, 2022 | 86.35% |
| December 31, 2021 | 86.35% |
| November 30, 2021 | 86.35% |
| October 31, 2021 | 86.35% |
| September 30, 2021 | 86.35% |
| August 31, 2021 | 81.91% |
| July 31, 2021 | 80.02% |
| June 30, 2021 | 79.71% |
| May 31, 2021 | 79.71% |
| April 30, 2021 | 79.71% |
| March 31, 2021 | 79.71% |
| February 28, 2021 | 79.71% |
| January 31, 2021 | 79.71% |
| December 31, 2020 | 79.71% |
| November 30, 2020 | 79.71% |
| October 31, 2020 | 79.57% |
| September 30, 2020 | 71.80% |
| August 31, 2020 | 67.13% |
| July 31, 2020 | 67.13% |
| June 30, 2020 | 67.13% |
| May 31, 2020 | 67.13% |
| April 30, 2020 | 64.79% |
| March 31, 2020 | 64.79% |
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
60.87%
Minimum
May 2019
98.49%
Maximum
Nov 2022
83.24%
Average
86.35%
Median
Sep 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) | -5.496 |
| Beta (5Y) | -0.1624 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 134.2% |
| Historical Sharpe Ratio (5Y) | -0.0544 |
| Historical Sortino (5Y) | -0.192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.69% |