Conifer Holdings Inc (CNFR)
1.20
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
Conifer Holdings Max Drawdown (5Y): 87.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.03% |
| September 30, 2024 | 87.03% |
| August 31, 2024 | 87.03% |
| July 31, 2024 | 87.03% |
| June 30, 2024 | 87.03% |
| May 31, 2024 | 87.03% |
| April 30, 2024 | 87.03% |
| March 31, 2024 | 87.03% |
| February 29, 2024 | 87.03% |
| January 31, 2024 | 87.03% |
| December 31, 2023 | 87.03% |
| November 30, 2023 | 87.03% |
| October 31, 2023 | 83.41% |
| September 30, 2023 | 83.41% |
| August 31, 2023 | 83.41% |
| 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 | 81.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.10% |
| August 31, 2022 | 81.10% |
| July 31, 2022 | 81.10% |
| June 30, 2022 | 81.10% |
| May 31, 2022 | 81.10% |
| April 30, 2022 | 79.15% |
| March 31, 2022 | 79.15% |
| February 28, 2022 | 79.15% |
| January 31, 2022 | 79.15% |
| December 31, 2021 | 79.15% |
| November 30, 2021 | 79.15% |
| October 31, 2021 | 79.15% |
| September 30, 2021 | 79.15% |
| August 31, 2021 | 79.15% |
| July 31, 2021 | 79.15% |
| June 30, 2021 | 79.15% |
| May 31, 2021 | 79.15% |
| April 30, 2021 | 79.15% |
| March 31, 2021 | 79.15% |
| February 28, 2021 | 79.15% |
| January 31, 2021 | 79.15% |
| December 31, 2020 | 79.15% |
| November 30, 2020 | 79.15% |
| October 31, 2020 | 79.15% |
| September 30, 2020 | 79.15% |
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
Nov 2019
87.03%
Maximum
Nov 2023
80.84%
Average
80.12%
Median
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 | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.20 |
| Beta (5Y) | 0.6375 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.70% |
| Historical Sharpe Ratio (5Y) | -0.3455 |
| Historical Sortino (5Y) | -0.6998 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.27% |