Assurant Inc (AIZ)
175.72
-0.59
(-0.33%)
USD |
NYSE |
Apr 24, 11:30
Assurant Max Drawdown (5Y): 44.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 43.33% |
July 31, 2020 | 43.33% |
June 30, 2020 | 43.33% |
May 31, 2020 | 43.33% |
April 30, 2020 | 43.33% |
March 31, 2020 | 43.33% |
February 29, 2020 | 24.20% |
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
Apr 2019
44.64%
Maximum
Mar 2023
40.10%
Average
43.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Hartford Financial Services Group Inc | 57.58% |
Tiptree Inc | 45.47% |
Marsh & McLennan Companies Inc | 35.80% |
NMI Holdings Inc | 73.07% |
Conifer Holdings Inc | 85.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.338 |
Beta (5Y) | 0.5034 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.48% |
Historical Sharpe Ratio (5Y) | 0.5631 |
Historical Sortino (5Y) | 0.6948 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |