Employers Holdings, Inc. (EIG)
49.13
+0.48
(+0.99%)
USD |
NYSE |
Oct 02, 16:00
49.16
+0.03
(+0.06%)
Pre-Market: 20:00
Employers Holdings Max Drawdown (5Y) : 31.29% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 31.29% |
| August 31, 2026 | 31.29% |
| July 31, 2026 | 31.29% |
| June 30, 2026 | 31.29% |
| May 31, 2026 | 31.29% |
| April 30, 2026 | 31.29% |
| March 31, 2026 | 31.29% |
| February 28, 2026 | 31.29% |
| January 31, 2026 | 34.43% |
| December 31, 2025 | 34.58% |
| November 30, 2025 | 34.58% |
| October 31, 2025 | 34.58% |
| September 30, 2025 | 35.02% |
| August 31, 2025 | 38.02% |
| July 31, 2025 | 38.02% |
| June 30, 2025 | 38.97% |
| May 31, 2025 | 39.40% |
| April 30, 2025 | 43.83% |
| March 31, 2025 | 43.83% |
| February 28, 2025 | 43.83% |
| January 31, 2025 | 43.83% |
| December 31, 2024 | 43.83% |
| November 30, 2024 | 43.83% |
| October 31, 2024 | 43.83% |
| September 30, 2024 | 43.83% |
| Date | Value |
|---|---|
| August 31, 2024 | 43.83% |
| July 31, 2024 | 43.83% |
| June 30, 2024 | 43.83% |
| May 31, 2024 | 43.83% |
| April 30, 2024 | 43.83% |
| March 31, 2024 | 43.83% |
| February 29, 2024 | 43.83% |
| January 31, 2024 | 43.83% |
| December 31, 2023 | 43.83% |
| November 30, 2023 | 43.83% |
| October 31, 2023 | 43.83% |
| September 30, 2023 | 43.83% |
| August 31, 2023 | 43.83% |
| July 31, 2023 | 43.83% |
| June 30, 2023 | 43.83% |
| May 31, 2023 | 43.83% |
| April 30, 2023 | 43.83% |
| March 31, 2023 | 43.83% |
| February 28, 2023 | 43.83% |
| January 31, 2023 | 43.83% |
| December 31, 2022 | 43.83% |
| November 30, 2022 | 43.83% |
| October 31, 2022 | 43.83% |
| September 30, 2022 | 43.83% |
| August 31, 2022 | 43.83% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| AMERISAFE, Inc. | 53.61% |
| The Hartford Insurance Group, Inc. | 18.62% |
| RLI Corp. | 43.50% |
| American Financial Group, Inc. | 23.79% |
| The Allstate Corp. | 27.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5467 |
| Beta (5Y) | 0.4594 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.94% |
| Historical Sharpe Ratio (5Y) | 0.1846 |
| Historical Sortino (5Y) | 0.3417 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.85% |