Global Indemnity Group LLC (GBLI)
32.31
+0.32
(+1.00%)
USD |
NYSE |
May 03, 16:00
Global Indemnity Group Max Drawdown (5Y): 50.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.32% |
| March 31, 2024 | 50.32% |
| February 29, 2024 | 50.32% |
| January 31, 2024 | 50.32% |
| December 31, 2023 | 50.32% |
| November 30, 2023 | 50.32% |
| October 31, 2023 | 50.32% |
| September 30, 2023 | 50.32% |
| August 31, 2023 | 50.32% |
| July 31, 2023 | 50.32% |
| June 30, 2023 | 50.32% |
| May 31, 2023 | 50.32% |
| April 30, 2023 | 50.32% |
| March 31, 2023 | 50.32% |
| February 28, 2023 | 50.32% |
| January 31, 2023 | 50.32% |
| December 31, 2022 | 50.32% |
| November 30, 2022 | 50.32% |
| October 31, 2022 | 50.32% |
| September 30, 2022 | 50.32% |
| August 31, 2022 | 50.32% |
| July 31, 2022 | 50.32% |
| June 30, 2022 | 50.32% |
| May 31, 2022 | 50.32% |
| April 30, 2022 | 50.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.32% |
| February 28, 2022 | 50.32% |
| January 31, 2022 | 50.32% |
| December 31, 2021 | 50.32% |
| November 30, 2021 | 50.32% |
| October 31, 2021 | 50.32% |
| September 30, 2021 | 50.32% |
| August 31, 2021 | 50.32% |
| July 31, 2021 | 50.32% |
| June 30, 2021 | 50.32% |
| May 31, 2021 | 50.32% |
| April 30, 2021 | 50.32% |
| March 31, 2021 | 50.32% |
| February 28, 2021 | 50.32% |
| January 31, 2021 | 50.32% |
| December 31, 2020 | 50.32% |
| November 30, 2020 | 50.32% |
| October 31, 2020 | 50.32% |
| September 30, 2020 | 50.32% |
| August 31, 2020 | 50.32% |
| July 31, 2020 | 45.09% |
| June 30, 2020 | 45.09% |
| May 31, 2020 | 45.09% |
| April 30, 2020 | 44.97% |
| March 31, 2020 | 42.30% |
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
38.22%
Minimum
May 2019
50.32%
Maximum
Aug 2020
48.24%
Average
50.32%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| Tiptree Inc | 45.47% |
| NMI Holdings Inc | 73.07% |
| James River Group Holdings Ltd | 86.90% |
| Conifer Holdings Inc | 85.91% |
| ICC Holdings Inc | 46.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.886 |
| Beta (5Y) | 0.458 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.13% |
| Historical Sharpe Ratio (5Y) | 0.0788 |
| Historical Sortino (5Y) | 0.1262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.16% |