Cincinnati Financial Corp (CINF)
138.84
-1.81
(-1.29%)
USD |
NASDAQ |
Nov 04, 12:55
Cincinnati Financial Max Drawdown (5Y): 58.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.14% |
| September 30, 2024 | 58.14% |
| August 31, 2024 | 58.14% |
| July 31, 2024 | 58.14% |
| June 30, 2024 | 58.14% |
| May 31, 2024 | 58.14% |
| April 30, 2024 | 58.14% |
| March 31, 2024 | 58.14% |
| February 29, 2024 | 58.14% |
| January 31, 2024 | 58.14% |
| December 31, 2023 | 58.14% |
| November 30, 2023 | 58.14% |
| October 31, 2023 | 58.14% |
| September 30, 2023 | 58.14% |
| August 31, 2023 | 58.14% |
| July 31, 2023 | 58.14% |
| June 30, 2023 | 58.14% |
| May 31, 2023 | 58.14% |
| April 30, 2023 | 58.14% |
| March 31, 2023 | 58.14% |
| February 28, 2023 | 58.14% |
| January 31, 2023 | 58.14% |
| December 31, 2022 | 58.14% |
| November 30, 2022 | 58.14% |
| October 31, 2022 | 58.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.14% |
| August 31, 2022 | 58.14% |
| July 31, 2022 | 58.14% |
| June 30, 2022 | 58.14% |
| May 31, 2022 | 58.14% |
| April 30, 2022 | 58.14% |
| March 31, 2022 | 58.14% |
| February 28, 2022 | 58.14% |
| January 31, 2022 | 58.14% |
| December 31, 2021 | 58.14% |
| November 30, 2021 | 58.14% |
| October 31, 2021 | 58.14% |
| September 30, 2021 | 58.14% |
| August 31, 2021 | 58.14% |
| July 31, 2021 | 58.14% |
| June 30, 2021 | 58.14% |
| May 31, 2021 | 58.14% |
| April 30, 2021 | 58.14% |
| March 31, 2021 | 58.14% |
| February 28, 2021 | 58.14% |
| January 31, 2021 | 58.14% |
| December 31, 2020 | 58.14% |
| November 30, 2020 | 58.14% |
| October 31, 2020 | 58.14% |
| September 30, 2020 | 58.14% |
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
14.71%
Minimum
Nov 2019
58.14%
Maximum
May 2020
54.83%
Average
58.14%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| WR Berkley Corp | 45.35% |
| CNA Financial Corp | 45.87% |
| American Financial Group Inc | 58.98% |
| RLI Corp | 30.17% |
| The Travelers Companies Inc | 46.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.551 |
| Beta (5Y) | 0.6545 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.90% |
| Historical Sharpe Ratio (5Y) | 0.1535 |
| Historical Sortino (5Y) | 0.1905 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.74% |