Employers Holdings Inc (EIG)
42.91
-0.29
(-0.67%)
USD |
NYSE |
May 03, 13:59
Employers Holdings Max Drawdown (5Y): 43.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 43.83% |
June 30, 2022 | 43.83% |
May 31, 2022 | 43.83% |
April 30, 2022 | 43.83% |
Date | Value |
---|---|
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% |
August 31, 2020 | 43.83% |
July 31, 2020 | 43.83% |
June 30, 2020 | 43.83% |
May 31, 2020 | 43.83% |
April 30, 2020 | 41.63% |
March 31, 2020 | 34.54% |
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
Nov 2019
43.83%
Maximum
May 2020
42.47%
Average
43.83%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Unum Group | 81.07% |
Aflac Inc | 54.88% |
Erie Indemnity Co | 49.12% |
Fundamental Global Inc | 88.05% |
Root Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.293 |
Beta (5Y) | 0.2512 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.90% |
Historical Sharpe Ratio (5Y) | 0.0582 |
Historical Sortino (5Y) | 0.0934 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.87% |