AMERISAFE Inc (AMSF)
53.86
+0.08
(+0.15%)
USD |
NASDAQ |
Nov 04, 16:00
53.84
-0.02
(-0.05%)
After-Hours: 20:00
AMERISAFE Max Drawdown (5Y): 32.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.91% |
| September 30, 2024 | 32.91% |
| August 31, 2024 | 32.91% |
| July 31, 2024 | 32.91% |
| June 30, 2024 | 32.91% |
| May 31, 2024 | 32.91% |
| April 30, 2024 | 32.91% |
| March 31, 2024 | 32.91% |
| February 29, 2024 | 32.91% |
| January 31, 2024 | 32.91% |
| December 31, 2023 | 32.91% |
| November 30, 2023 | 32.91% |
| October 31, 2023 | 32.91% |
| September 30, 2023 | 32.91% |
| August 31, 2023 | 32.91% |
| July 31, 2023 | 32.91% |
| June 30, 2023 | 32.91% |
| May 31, 2023 | 32.91% |
| April 30, 2023 | 32.91% |
| March 31, 2023 | 32.91% |
| February 28, 2023 | 32.91% |
| January 31, 2023 | 32.91% |
| December 31, 2022 | 32.91% |
| November 30, 2022 | 32.91% |
| October 31, 2022 | 32.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.91% |
| August 31, 2022 | 32.91% |
| July 31, 2022 | 32.91% |
| June 30, 2022 | 32.91% |
| May 31, 2022 | 32.91% |
| April 30, 2022 | 32.91% |
| March 31, 2022 | 32.91% |
| February 28, 2022 | 32.91% |
| January 31, 2022 | 32.91% |
| December 31, 2021 | 32.91% |
| November 30, 2021 | 32.91% |
| October 31, 2021 | 32.91% |
| September 30, 2021 | 32.91% |
| August 31, 2021 | 32.91% |
| July 31, 2021 | 32.91% |
| June 30, 2021 | 32.91% |
| May 31, 2021 | 32.91% |
| April 30, 2021 | 32.91% |
| March 31, 2021 | 32.91% |
| February 28, 2021 | 32.91% |
| January 31, 2021 | 32.91% |
| December 31, 2020 | 32.91% |
| November 30, 2020 | 32.91% |
| October 31, 2020 | 32.91% |
| September 30, 2020 | 32.91% |
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
23.78%
Minimum
Nov 2019
32.91%
Maximum
Mar 2020
32.30%
Average
32.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -0.9502 |
| Beta (5Y) | 0.3255 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.23% |
| Historical Sharpe Ratio (5Y) | 0.14 |
| Historical Sortino (5Y) | 0.215 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.00% |