Erie Indemnity Co (ERIE)
425.03
+5.58
(+1.33%)
USD |
NASDAQ |
Nov 21, 16:00
425.09
+0.06
(+0.01%)
After-Hours: 20:00
Erie Indemnity Max Drawdown (5Y): 49.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.12% |
| September 30, 2024 | 49.12% |
| August 31, 2024 | 49.12% |
| July 31, 2024 | 49.12% |
| June 30, 2024 | 49.12% |
| May 31, 2024 | 49.12% |
| April 30, 2024 | 49.12% |
| March 31, 2024 | 49.12% |
| February 29, 2024 | 49.12% |
| January 31, 2024 | 49.12% |
| December 31, 2023 | 49.12% |
| November 30, 2023 | 49.12% |
| October 31, 2023 | 49.12% |
| September 30, 2023 | 49.12% |
| August 31, 2023 | 49.12% |
| July 31, 2023 | 49.12% |
| June 30, 2023 | 49.12% |
| May 31, 2023 | 49.12% |
| April 30, 2023 | 49.12% |
| March 31, 2023 | 49.12% |
| February 28, 2023 | 49.12% |
| January 31, 2023 | 49.12% |
| December 31, 2022 | 49.12% |
| November 30, 2022 | 49.12% |
| October 31, 2022 | 49.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.12% |
| August 31, 2022 | 49.12% |
| July 31, 2022 | 49.12% |
| June 30, 2022 | 49.12% |
| May 31, 2022 | 49.12% |
| April 30, 2022 | 49.12% |
| March 31, 2022 | 49.12% |
| February 28, 2022 | 49.12% |
| January 31, 2022 | 49.12% |
| December 31, 2021 | 49.12% |
| November 30, 2021 | 49.12% |
| October 31, 2021 | 49.12% |
| September 30, 2021 | 49.12% |
| August 31, 2021 | 49.12% |
| July 31, 2021 | 49.12% |
| June 30, 2021 | 49.12% |
| May 31, 2021 | 49.12% |
| April 30, 2021 | 49.12% |
| March 31, 2021 | 49.12% |
| February 28, 2021 | 49.12% |
| January 31, 2021 | 49.12% |
| December 31, 2020 | 49.12% |
| November 30, 2020 | 49.12% |
| October 31, 2020 | 49.12% |
| September 30, 2020 | 49.12% |
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
36.68%
Minimum
Nov 2019
49.12%
Maximum
Mar 2020
48.49%
Average
49.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fundamental Global Inc | 91.26% |
| Assurant Inc | 44.64% |
| Root Inc | -- |
| Enact Holdings Inc | -- |
| Skyward Specialty Insurance Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.68 |
| Beta (5Y) | 0.4625 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.90% |
| Historical Sharpe Ratio (5Y) | 0.6159 |
| Historical Sortino (5Y) | 1.504 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.43% |