Goosehead Insurance Inc (GSHD)
126.34
+4.16
(+3.40%)
USD |
NASDAQ |
Nov 22, 16:00
126.42
+0.08
(+0.07%)
After-Hours: 20:00
Goosehead Insurance Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
| Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.585 |
| Beta (5Y) | 1.323 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.65% |
| Historical Sharpe Ratio (5Y) | 0.2313 |
| Historical Sortino (5Y) | 0.4296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.25% |