CNA Financial Corp (CNA)
38.35
-0.69
(-1.77%)
USD |
NYSE |
Oct 03, 16:00
38.35
0.00 (0.00%)
After-Hours: 20:00
CNA Financial Max Drawdown (5Y): 45.87% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 45.87% |
| July 31, 2020 | 45.87% |
| June 30, 2020 | 45.87% |
| May 31, 2020 | 45.87% |
| April 30, 2020 | 43.80% |
| March 31, 2020 | 43.80% |
| February 29, 2020 | 28.19% |
| January 31, 2020 | 28.19% |
| December 31, 2019 | 28.19% |
| November 30, 2019 | 28.19% |
| October 31, 2019 | 28.19% |
| September 30, 2019 | 28.19% |
| August 31, 2019 | 28.19% |
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
Oct 2018
45.87%
Maximum
May 2020
40.79%
Average
45.87%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| American Financial Group Inc | 58.98% |
| Loews Corp | 48.52% |
| Allstate Corp | 41.38% |
| The Travelers Companies Inc | 46.25% |
| WR Berkley Corp | 45.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.813 |
| Beta (5Y) | 0.6479 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.49% |
| Historical Sharpe Ratio (5Y) | 0.2078 |
| Historical Sortino (5Y) | 0.2406 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.57% |