Global Indemnity Group LLC (GBLI)
33.98
-0.02
(-0.06%)
USD |
NYSE |
Nov 04, 16:00
Global Indemnity Group Max Drawdown (5Y): 50.32% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 50.32% |
August 31, 2024 | 50.32% |
July 31, 2024 | 50.32% |
June 30, 2024 | 50.32% |
May 31, 2024 | 50.32% |
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% |
Date | Value |
---|---|
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% |
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% |
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
42.30%
Minimum
Nov 2019
50.32%
Maximum
Aug 2020
49.28%
Average
50.32%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Tiptree Inc | 45.47% |
NMI Holdings Inc | 73.07% |
Conifer Holdings Inc | 85.91% |
ICC Holdings Inc | 46.67% |
Palomar Holdings Inc | 62.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.844 |
Beta (5Y) | 0.4325 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.46% |
Historical Sharpe Ratio (5Y) | 0.2824 |
Historical Sortino (5Y) | 0.4371 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |