Allstate Corp (ALL)
206.38
-2.91
(-1.39%)
USD |
NYSE |
Mar 28, 16:00
206.45
+0.07
(+0.03%)
After-Hours: 20:00
Allstate Max Drawdown (5Y): 41.38% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| American International Group Inc | 69.62% |
| Mercury General Corp | 55.29% |
| Progressive Corp | 22.91% |
| The Travelers Companies Inc | 46.25% |
| WR Berkley Corp | 45.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.055 |
| Beta (5Y) | 0.4716 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.66% |
| Historical Sharpe Ratio (5Y) | 0.6091 |
| Historical Sortino (5Y) | 1.039 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.01% |