Donegal Group Inc (DGICA)
15.94
+0.04
(+0.25%)
USD |
NASDAQ |
Nov 21, 16:00
15.94
0.00 (0.00%)
After-Hours: 20:00
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% |