AMERISAFE, Inc. (AMSF)
23.59
-0.09
(-0.38%)
USD |
NASDAQ |
Oct 02, 16:00
23.58
-0.02
(-0.06%)
After-Hours: 20:00
AMERISAFE Max Drawdown (5Y) : 53.61% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 53.61% |
| August 31, 2026 | 50.11% |
| July 31, 2026 | 43.63% |
| June 30, 2026 | 43.28% |
| May 31, 2026 | 43.28% |
| April 30, 2026 | 42.59% |
| March 31, 2026 | 38.43% |
| February 28, 2026 | 38.43% |
| January 31, 2026 | 31.16% |
| December 31, 2025 | 30.82% |
| November 30, 2025 | 30.30% |
| October 31, 2025 | 30.30% |
| September 30, 2025 | 30.30% |
| August 31, 2025 | 30.30% |
| July 31, 2025 | 30.30% |
| June 30, 2025 | 30.30% |
| May 31, 2025 | 30.30% |
| April 30, 2025 | 30.30% |
| March 31, 2025 | 30.30% |
| February 28, 2025 | 32.91% |
| January 31, 2025 | 32.91% |
| December 31, 2024 | 32.91% |
| November 30, 2024 | 32.91% |
| October 31, 2024 | 32.91% |
| September 30, 2024 | 32.91% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 32.91% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Unum Group | 55.11% |
| Employers Holdings, Inc. | 31.29% |
| The Hartford Insurance Group, Inc. | 18.62% |
| Mercury General Corp. | 55.29% |
| The Hanover Insurance Group, Inc. | 30.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.10 |
| Beta (5Y) | 0.2386 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.67% |
| Historical Sharpe Ratio (5Y) | -0.495 |
| Historical Sortino (5Y) | -0.8193 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.94% |