CNA Financial Corp (CNA)
46.51
-1.00
(-2.10%)
USD |
NYSE |
Nov 04, 12:59
CNA Financial Max Drawdown (5Y): 45.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.87% |
| September 30, 2024 | 45.87% |
| August 31, 2024 | 45.87% |
| July 31, 2024 | 45.87% |
| June 30, 2024 | 45.87% |
| May 31, 2024 | 45.87% |
| April 30, 2024 | 45.87% |
| March 31, 2024 | 45.87% |
| February 29, 2024 | 45.87% |
| January 31, 2024 | 45.87% |
| December 31, 2023 | 45.87% |
| November 30, 2023 | 45.87% |
| October 31, 2023 | 45.87% |
| September 30, 2023 | 45.87% |
| August 31, 2023 | 45.87% |
| July 31, 2023 | 45.87% |
| June 30, 2023 | 45.87% |
| May 31, 2023 | 45.87% |
| April 30, 2023 | 45.87% |
| March 31, 2023 | 45.87% |
| February 28, 2023 | 45.87% |
| January 31, 2023 | 45.87% |
| December 31, 2022 | 45.87% |
| November 30, 2022 | 45.87% |
| October 31, 2022 | 45.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.87% |
| August 31, 2022 | 45.87% |
| July 31, 2022 | 45.87% |
| June 30, 2022 | 45.87% |
| May 31, 2022 | 45.87% |
| April 30, 2022 | 45.87% |
| March 31, 2022 | 45.87% |
| February 28, 2022 | 45.87% |
| January 31, 2022 | 45.87% |
| December 31, 2021 | 45.87% |
| November 30, 2021 | 45.87% |
| October 31, 2021 | 45.87% |
| September 30, 2021 | 45.87% |
| August 31, 2021 | 45.87% |
| July 31, 2021 | 45.87% |
| June 30, 2021 | 45.87% |
| May 31, 2021 | 45.87% |
| April 30, 2021 | 45.87% |
| March 31, 2021 | 45.87% |
| February 28, 2021 | 45.87% |
| January 31, 2021 | 45.87% |
| December 31, 2020 | 45.87% |
| November 30, 2020 | 45.87% |
| October 31, 2020 | 45.87% |
| September 30, 2020 | 45.87% |
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
28.19%
Minimum
Nov 2019
45.87%
Maximum
May 2020
44.62%
Average
45.87%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Loews Corp | 48.52% |
| American Financial Group Inc | 58.98% |
| Cincinnati Financial Corp | 58.14% |
| RLI Corp | 30.17% |
| The Travelers Companies Inc | 46.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.856 |
| Beta (5Y) | 0.6535 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.51% |
| Historical Sharpe Ratio (5Y) | 0.258 |
| Historical Sortino (5Y) | 0.2867 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.47% |