Assurant Inc (AIZ)
225.25
+4.40
(+1.99%)
USD |
NYSE |
Nov 21, 16:00
226.48
+1.23
(+0.55%)
After-Hours: 17:03
Assurant Max Drawdown (5Y): 44.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.64% |
| September 30, 2024 | 44.64% |
| August 31, 2024 | 44.64% |
| July 31, 2024 | 44.64% |
| June 30, 2024 | 44.64% |
| May 31, 2024 | 44.64% |
| April 30, 2024 | 44.64% |
| March 31, 2024 | 44.64% |
| February 29, 2024 | 44.64% |
| January 31, 2024 | 44.64% |
| December 31, 2023 | 44.64% |
| November 30, 2023 | 44.64% |
| October 31, 2023 | 44.64% |
| September 30, 2023 | 44.64% |
| August 31, 2023 | 44.64% |
| July 31, 2023 | 44.64% |
| June 30, 2023 | 44.64% |
| May 31, 2023 | 44.64% |
| April 30, 2023 | 44.64% |
| March 31, 2023 | 44.64% |
| February 28, 2023 | 43.33% |
| January 31, 2023 | 43.33% |
| December 31, 2022 | 43.33% |
| November 30, 2022 | 43.33% |
| October 31, 2022 | 43.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.33% |
| August 31, 2022 | 43.33% |
| July 31, 2022 | 43.33% |
| June 30, 2022 | 43.33% |
| May 31, 2022 | 43.33% |
| April 30, 2022 | 43.33% |
| March 31, 2022 | 43.33% |
| February 28, 2022 | 43.33% |
| January 31, 2022 | 43.33% |
| December 31, 2021 | 43.33% |
| November 30, 2021 | 43.33% |
| October 31, 2021 | 43.33% |
| September 30, 2021 | 43.33% |
| August 31, 2021 | 43.33% |
| July 31, 2021 | 43.33% |
| June 30, 2021 | 43.33% |
| May 31, 2021 | 43.33% |
| April 30, 2021 | 43.33% |
| March 31, 2021 | 43.33% |
| February 28, 2021 | 43.33% |
| January 31, 2021 | 43.33% |
| December 31, 2020 | 43.33% |
| November 30, 2020 | 43.33% |
| October 31, 2020 | 43.33% |
| September 30, 2020 | 43.33% |
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
24.20%
Minimum
Nov 2019
44.64%
Maximum
Mar 2023
42.49%
Average
43.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MGIC Investment Corp | 68.14% |
| American International Group Inc | 69.62% |
| Radian Group Inc | 62.80% |
| Old Republic International Corp | 47.79% |
| Prudential Financial Inc | 65.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.040 |
| Beta (5Y) | 0.5720 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.50% |
| Historical Sharpe Ratio (5Y) | 0.3179 |
| Historical Sortino (5Y) | 0.4096 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |