Erie Indemnity Co (ERIE)

416.48 +8.10 (+1.98%) USD  |  NASDAQ  |  Dec 20, 16:00
416.14 -0.34 (-0.08%) After-Hours: 20:00
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Erie Indemnity Max Drawdown (5Y): 49.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Fundamental Global Inc 93.88%
Assurant Inc 44.64%
Root Inc --
Enact Holdings Inc --
Skyward Specialty Insurance Group Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 15.06
Beta (5Y) 0.4615
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.04%
Historical Sharpe Ratio (5Y) 0.6425
Historical Sortino (5Y) 1.385
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.05%