AMERISAFE Inc (AMSF)

52.46 +0.80 (+1.55%) USD  |  NASDAQ  |  Dec 20, 16:00
52.42 -0.04 (-0.07%) After-Hours: 20:00
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AMERISAFE Max Drawdown (5Y): 32.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Aflac Inc 54.88%
Unum Group 81.07%
CNO Financial Group Inc 63.83%
Citizens Financial Corp --
Trupanion Inc 87.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.727
Beta (5Y) 0.3304
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.11%
Historical Sharpe Ratio (5Y) 0.1114
Historical Sortino (5Y) 0.1769
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.00%