Donegal Group Inc (DGICA)
15.37
+0.25
(+1.65%)
USD |
NASDAQ |
Nov 05, 11:38
Donegal Group Max Drawdown (5Y): 30.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.32% |
| September 30, 2024 | 30.32% |
| August 31, 2024 | 30.32% |
| July 31, 2024 | 30.32% |
| June 30, 2024 | 30.32% |
| May 31, 2024 | 30.32% |
| April 30, 2024 | 30.32% |
| March 31, 2024 | 30.32% |
| February 29, 2024 | 30.32% |
| January 31, 2024 | 30.32% |
| December 31, 2023 | 30.32% |
| November 30, 2023 | 30.32% |
| October 31, 2023 | 30.32% |
| September 30, 2023 | 30.32% |
| August 31, 2023 | 30.32% |
| July 31, 2023 | 30.32% |
| June 30, 2023 | 30.32% |
| May 31, 2023 | 30.32% |
| April 30, 2023 | 30.32% |
| March 31, 2023 | 30.32% |
| February 28, 2023 | 30.32% |
| January 31, 2023 | 30.32% |
| December 31, 2022 | 30.32% |
| November 30, 2022 | 30.32% |
| October 31, 2022 | 30.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.32% |
| August 31, 2022 | 30.32% |
| July 31, 2022 | 30.32% |
| June 30, 2022 | 30.32% |
| May 31, 2022 | 30.32% |
| April 30, 2022 | 30.32% |
| March 31, 2022 | 30.32% |
| February 28, 2022 | 30.32% |
| January 31, 2022 | 30.32% |
| December 31, 2021 | 30.32% |
| November 30, 2021 | 30.32% |
| October 31, 2021 | 30.32% |
| September 30, 2021 | 30.32% |
| August 31, 2021 | 30.32% |
| July 31, 2021 | 30.32% |
| June 30, 2021 | 30.32% |
| May 31, 2021 | 30.32% |
| April 30, 2021 | 30.32% |
| March 31, 2021 | 30.32% |
| February 28, 2021 | 30.32% |
| January 31, 2021 | 30.32% |
| December 31, 2020 | 30.32% |
| November 30, 2020 | 30.32% |
| October 31, 2020 | 30.32% |
| September 30, 2020 | 30.32% |
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
27.84%
Minimum
Nov 2019
30.32%
Maximum
Mar 2020
30.16%
Average
30.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
| American Coastal Insurance Corp | 98.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.384 |
| Beta (5Y) | -0.0602 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.87% |
| Historical Sharpe Ratio (5Y) | 0.1312 |
| Historical Sortino (5Y) | 0.2487 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.16% |