American International Group Inc (AIG)
76.25
+0.53
(+0.70%)
USD |
NYSE |
Nov 04, 13:16
American International Group Max Drawdown (5Y): 69.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.62% |
| September 30, 2024 | 69.62% |
| August 31, 2024 | 69.62% |
| July 31, 2024 | 69.62% |
| June 30, 2024 | 69.62% |
| May 31, 2024 | 69.62% |
| April 30, 2024 | 69.62% |
| March 31, 2024 | 69.62% |
| February 29, 2024 | 69.62% |
| January 31, 2024 | 69.62% |
| December 31, 2023 | 69.62% |
| November 30, 2023 | 69.62% |
| October 31, 2023 | 69.62% |
| September 30, 2023 | 69.62% |
| August 31, 2023 | 69.62% |
| July 31, 2023 | 69.62% |
| June 30, 2023 | 69.62% |
| May 31, 2023 | 69.62% |
| April 30, 2023 | 69.62% |
| March 31, 2023 | 69.62% |
| February 28, 2023 | 69.62% |
| January 31, 2023 | 69.62% |
| December 31, 2022 | 69.62% |
| November 30, 2022 | 69.62% |
| October 31, 2022 | 69.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.62% |
| August 31, 2022 | 69.62% |
| July 31, 2022 | 69.62% |
| June 30, 2022 | 69.62% |
| May 31, 2022 | 69.62% |
| April 30, 2022 | 69.62% |
| March 31, 2022 | 69.62% |
| February 28, 2022 | 69.62% |
| January 31, 2022 | 69.62% |
| December 31, 2021 | 69.62% |
| November 30, 2021 | 69.62% |
| October 31, 2021 | 69.62% |
| September 30, 2021 | 69.62% |
| August 31, 2021 | 69.62% |
| July 31, 2021 | 69.62% |
| June 30, 2021 | 69.62% |
| May 31, 2021 | 69.62% |
| April 30, 2021 | 69.62% |
| March 31, 2021 | 69.62% |
| February 28, 2021 | 69.62% |
| January 31, 2021 | 69.62% |
| December 31, 2020 | 69.62% |
| November 30, 2020 | 69.62% |
| October 31, 2020 | 69.62% |
| September 30, 2020 | 69.62% |
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
42.93%
Minimum
Nov 2019
69.62%
Maximum
Mar 2020
67.84%
Average
69.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MetLife Inc | 55.16% |
| Allstate Corp | 41.38% |
| Prudential Financial Inc | 65.90% |
| MGIC Investment Corp | 68.14% |
| Progressive Corp | 22.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.640 |
| Beta (5Y) | 1.055 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.13% |
| Historical Sharpe Ratio (5Y) | 0.2093 |
| Historical Sortino (5Y) | 0.2266 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.37% |