Conifer Holdings Inc (CNFR)

1.075 +0.01 (+1.32%) USD  |  NASDAQ  |  Dec 24, 16:00
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Conifer Holdings Max Drawdown (5Y): 87.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -31.81
Beta (5Y) 0.5911
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 60.86%
Historical Sharpe Ratio (5Y) -0.3929
Historical Sortino (5Y) -0.7988
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.27%