Global Indemnity Group LLC (GBLI)

35.65 -0.85 (-2.33%) USD  |  NYSE  |  Dec 24, 16:00
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Global Indemnity Group Max Drawdown (5Y): 50.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Tiptree Inc 45.47%
NMI Holdings Inc 73.07%
Conifer Holdings Inc 87.03%
ICC Holdings Inc 46.67%
Palomar Holdings Inc 62.86%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.9046
Beta (5Y) 0.4221
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.10%
Historical Sharpe Ratio (5Y) 0.2414
Historical Sortino (5Y) 0.3689
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.98%