Employers Holdings Inc (EIG)
53.25
+0.46
(+0.87%)
USD |
NYSE |
Nov 22, 16:00
53.32
+0.07
(+0.13%)
After-Hours: 20:00
Employers Holdings Max Drawdown (5Y): 43.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.83% |
| September 30, 2024 | 43.83% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.83% |
| August 31, 2022 | 43.83% |
| July 31, 2022 | 43.83% |
| June 30, 2022 | 43.83% |
| May 31, 2022 | 43.83% |
| April 30, 2022 | 43.83% |
| March 31, 2022 | 43.83% |
| February 28, 2022 | 43.83% |
| January 31, 2022 | 43.83% |
| December 31, 2021 | 43.83% |
| November 30, 2021 | 43.83% |
| October 31, 2021 | 43.83% |
| September 30, 2021 | 43.83% |
| August 31, 2021 | 43.83% |
| July 31, 2021 | 43.83% |
| June 30, 2021 | 43.83% |
| May 31, 2021 | 43.83% |
| April 30, 2021 | 43.83% |
| March 31, 2021 | 43.83% |
| February 28, 2021 | 43.83% |
| January 31, 2021 | 43.83% |
| December 31, 2020 | 43.83% |
| November 30, 2020 | 43.83% |
| October 31, 2020 | 43.83% |
| September 30, 2020 | 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
34.54%
Minimum
Jan 2020
43.83%
Maximum
May 2020
43.08%
Average
43.83%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Erie Indemnity Co | 49.12% |
| Fundamental Global Inc | 91.26% |
| Root Inc | -- |
| Enact Holdings Inc | -- |
| Skyward Specialty Insurance Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.308 |
| Beta (5Y) | 0.2373 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.16% |
| Historical Sharpe Ratio (5Y) | 0.1671 |
| Historical Sortino (5Y) | 0.2678 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.87% |