The Baldwin Insurance Group Inc (BWIN)
46.77
+1.30
(+2.86%)
USD |
NASDAQ |
Nov 21, 16:00
46.82
+0.04
(+0.10%)
Pre-Market: 20:00
Baldwin Insurance Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| CorVel Corp | 50.72% |
| Kingstone Companies Inc | 96.20% |
| eHealth Inc | 98.17% |
| Reliance Global Group Inc | 99.99% |
| GoHealth Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.039 |
| Beta (5Y) | 1.599 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.54% |
| Historical Sharpe Ratio (5Y) | 0.4127 |
| Historical Sortino (5Y) | 0.8205 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.10% |