Conifer Holdings Inc (CNFR)
1.00
+0.03
(+3.52%)
USD |
NASDAQ |
Apr 26, 16:00
0.947
-0.05
(-5.30%)
After-Hours: 20:00
Conifer Holdings Max Drawdown (5Y): 85.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 85.91% |
| February 29, 2024 | 85.91% |
| January 31, 2024 | 85.91% |
| December 31, 2023 | 85.91% |
| November 30, 2023 | 85.91% |
| October 31, 2023 | 81.39% |
| September 30, 2023 | 81.39% |
| August 31, 2023 | 81.39% |
| July 31, 2023 | 81.39% |
| June 30, 2023 | 81.39% |
| May 31, 2023 | 81.39% |
| April 30, 2023 | 81.39% |
| March 31, 2023 | 81.39% |
| February 28, 2023 | 81.39% |
| January 31, 2023 | 81.39% |
| December 31, 2022 | 81.39% |
| November 30, 2022 | 81.39% |
| October 31, 2022 | 80.83% |
| September 30, 2022 | 80.83% |
| August 31, 2022 | 80.83% |
| July 31, 2022 | 80.83% |
| June 30, 2022 | 80.83% |
| May 31, 2022 | 80.83% |
| April 30, 2022 | 78.14% |
| March 31, 2022 | 78.14% |
| Date | Value |
|---|---|
| February 28, 2022 | 78.14% |
| January 31, 2022 | 78.14% |
| December 31, 2021 | 78.14% |
| November 30, 2021 | 78.14% |
| October 31, 2021 | 78.14% |
| September 30, 2021 | 78.14% |
| August 31, 2021 | 78.14% |
| July 31, 2021 | 78.14% |
| June 30, 2021 | 78.14% |
| May 31, 2021 | 78.14% |
| April 30, 2021 | 78.14% |
| March 31, 2021 | 78.14% |
| February 28, 2021 | 78.14% |
| January 31, 2021 | 78.14% |
| December 31, 2020 | 78.14% |
| November 30, 2020 | 78.14% |
| October 31, 2020 | 78.14% |
| September 30, 2020 | 78.14% |
| August 31, 2020 | 78.14% |
| July 31, 2020 | 78.14% |
| June 30, 2020 | 77.80% |
| May 31, 2020 | 77.80% |
| April 30, 2020 | 77.80% |
| March 31, 2020 | 77.80% |
| February 29, 2020 | 71.13% |
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
71.13%
Minimum
Apr 2019
85.91%
Maximum
Nov 2023
78.40%
Average
78.14%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Global Indemnity Group LLC | 50.32% |
| Tiptree Inc | 45.47% |
| NMI Holdings Inc | 73.07% |
| ICC Holdings Inc | 46.67% |
| Palomar Holdings Inc | 62.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.38 |
| Beta (5Y) | 0.626 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.97% |
| Historical Sharpe Ratio (5Y) | -0.5044 |
| Historical Sortino (5Y) | -0.8795 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.44% |