American Financial Group Inc (AFG)
125.41
+0.84
(+0.67%)
USD |
NYSE |
Apr 18, 16:00
125.34
-0.06
(-0.05%)
After-Hours: 20:00
American Financial Group Max Drawdown (5Y): 58.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.98% |
| February 29, 2024 | 58.98% |
| January 31, 2024 | 58.98% |
| December 31, 2023 | 58.98% |
| November 30, 2023 | 58.98% |
| October 31, 2023 | 58.98% |
| September 30, 2023 | 58.98% |
| August 31, 2023 | 58.98% |
| July 31, 2023 | 58.98% |
| June 30, 2023 | 58.98% |
| May 31, 2023 | 58.98% |
| April 30, 2023 | 58.98% |
| March 31, 2023 | 58.98% |
| February 28, 2023 | 58.98% |
| January 31, 2023 | 58.98% |
| December 31, 2022 | 58.98% |
| November 30, 2022 | 58.98% |
| October 31, 2022 | 58.98% |
| September 30, 2022 | 58.98% |
| August 31, 2022 | 58.98% |
| July 31, 2022 | 58.98% |
| June 30, 2022 | 58.98% |
| May 31, 2022 | 58.98% |
| April 30, 2022 | 58.98% |
| March 31, 2022 | 58.98% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.98% |
| January 31, 2022 | 58.98% |
| December 31, 2021 | 58.98% |
| November 30, 2021 | 58.98% |
| October 31, 2021 | 58.98% |
| September 30, 2021 | 58.98% |
| August 31, 2021 | 58.98% |
| July 31, 2021 | 58.98% |
| June 30, 2021 | 58.98% |
| May 31, 2021 | 58.98% |
| April 30, 2021 | 58.98% |
| March 31, 2021 | 58.98% |
| February 28, 2021 | 58.98% |
| January 31, 2021 | 58.98% |
| December 31, 2020 | 58.98% |
| November 30, 2020 | 58.98% |
| October 31, 2020 | 58.98% |
| September 30, 2020 | 58.98% |
| August 31, 2020 | 58.98% |
| July 31, 2020 | 58.98% |
| June 30, 2020 | 58.98% |
| May 31, 2020 | 58.98% |
| April 30, 2020 | 58.98% |
| March 31, 2020 | 58.98% |
| February 29, 2020 | 26.46% |
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
26.46%
Minimum
Apr 2019
58.98%
Maximum
Mar 2020
53.02%
Average
58.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| CNA Financial Corp | 45.87% |
| Allstate Corp | 41.38% |
| Mercury General Corp | 55.29% |
| The Travelers Companies Inc | 46.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.301 |
| Beta (5Y) | 0.7917 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.66% |
| Historical Sharpe Ratio (5Y) | 0.5426 |
| Historical Sortino (5Y) | 0.5937 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |