Donegal Group Inc (DGICB)
12.91
0.00 (0.00%)
USD |
NASDAQ |
May 01, 16:00
Donegal Group Max Drawdown (5Y): 50.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.14% |
| March 31, 2024 | 50.14% |
| February 29, 2024 | 50.14% |
| January 31, 2024 | 51.50% |
| December 31, 2023 | 51.50% |
| November 30, 2023 | 51.50% |
| October 31, 2023 | 51.67% |
| September 30, 2023 | 51.67% |
| August 31, 2023 | 51.67% |
| July 31, 2023 | 51.67% |
| June 30, 2023 | 51.67% |
| May 31, 2023 | 51.67% |
| April 30, 2023 | 51.67% |
| March 31, 2023 | 51.67% |
| February 28, 2023 | 51.67% |
| January 31, 2023 | 51.67% |
| December 31, 2022 | 51.67% |
| November 30, 2022 | 51.67% |
| October 31, 2022 | 51.67% |
| September 30, 2022 | 51.67% |
| August 31, 2022 | 51.67% |
| July 31, 2022 | 51.67% |
| June 30, 2022 | 51.67% |
| May 31, 2022 | 51.67% |
| April 30, 2022 | 51.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 51.67% |
| February 28, 2022 | 51.67% |
| January 31, 2022 | 51.67% |
| December 31, 2021 | 51.67% |
| November 30, 2021 | 51.67% |
| October 31, 2021 | 51.67% |
| September 30, 2021 | 51.67% |
| August 31, 2021 | 51.67% |
| July 31, 2021 | 51.67% |
| June 30, 2021 | 51.67% |
| May 31, 2021 | 51.67% |
| April 30, 2021 | 51.67% |
| March 31, 2021 | 51.67% |
| February 28, 2021 | 51.67% |
| January 31, 2021 | 53.09% |
| December 31, 2020 | 53.09% |
| November 30, 2020 | 53.09% |
| October 31, 2020 | 53.09% |
| September 30, 2020 | 53.09% |
| August 31, 2020 | 53.09% |
| July 31, 2020 | 53.09% |
| June 30, 2020 | 53.09% |
| May 31, 2020 | 53.09% |
| April 30, 2020 | 53.09% |
| March 31, 2020 | 53.09% |
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
50.14%
Minimum
Feb 2024
53.09%
Maximum
May 2019
52.08%
Average
51.67%
Median
Feb 2021
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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.792 |
| Beta (5Y) | 0.0332 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.05% |
| Historical Sharpe Ratio (5Y) | 0.1169 |
| Historical Sortino (5Y) | 0.2365 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.45% |