Goosehead Insurance Inc (GSHD)
55.50
+2.34
(+4.40%)
USD |
NASDAQ |
Apr 26, 16:00
55.54
+0.04
(+0.07%)
After-Hours: 20:00
Goosehead Insurance Max Drawdown (5Y): 83.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 83.41% |
| February 29, 2024 | 83.41% |
| January 31, 2024 | 83.41% |
| December 31, 2023 | 83.41% |
| November 30, 2023 | 83.41% |
| October 31, 2023 | 83.41% |
| September 30, 2023 | 83.41% |
| August 31, 2023 | 83.41% |
| July 31, 2023 | 83.41% |
| June 30, 2023 | 83.41% |
| May 31, 2023 | 83.41% |
| April 30, 2023 | 83.41% |
| March 31, 2023 | 83.41% |
| February 28, 2023 | 83.41% |
| January 31, 2023 | 83.41% |
| December 31, 2022 | 83.41% |
| November 30, 2022 | 83.41% |
| October 31, 2022 | 83.41% |
| September 30, 2022 | 79.90% |
| August 31, 2022 | 77.73% |
| July 31, 2022 | 77.73% |
| June 30, 2022 | 77.73% |
| May 31, 2022 | 74.37% |
| April 30, 2022 | 70.27% |
| March 31, 2022 | 63.79% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.26% |
| January 31, 2022 | 53.06% |
| December 31, 2021 | 53.01% |
| November 30, 2021 | 53.01% |
| October 31, 2021 | 53.01% |
| September 30, 2021 | 53.01% |
| August 31, 2021 | 53.01% |
| July 31, 2021 | 53.01% |
| June 30, 2021 | 53.01% |
| May 31, 2021 | 53.01% |
| April 30, 2021 | 44.53% |
| March 31, 2021 | 39.72% |
| February 28, 2021 | 39.72% |
| January 31, 2021 | 39.72% |
| December 31, 2020 | 39.72% |
| November 30, 2020 | 39.72% |
| October 31, 2020 | 39.72% |
| September 30, 2020 | 39.72% |
| August 31, 2020 | 39.72% |
| July 31, 2020 | 39.72% |
| June 30, 2020 | 39.72% |
| May 31, 2020 | 39.72% |
| April 30, 2020 | 39.72% |
| March 31, 2020 | 39.72% |
| February 29, 2020 | 39.72% |
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
39.72%
Minimum
Apr 2019
83.41%
Maximum
Oct 2022
59.20%
Average
53.01%
Median
May 2021
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) | 0.8982 |
| Beta (5Y) | 1.280 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.41% |
| Historical Sharpe Ratio (5Y) | 0.2963 |
| Historical Sortino (5Y) | 0.5229 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.91% |