Hallmark Financial Services Inc (HALL)
0.704
-0.04
(-5.19%)
USD |
OTCM |
Apr 19, 16:00
Hallmark Financial Services Max Drawdown (5Y): 99.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.66% |
| February 29, 2024 | 99.66% |
| January 31, 2024 | 99.66% |
| December 31, 2023 | 99.50% |
| November 30, 2023 | 99.25% |
| October 31, 2023 | 99.14% |
| September 30, 2023 | 99.04% |
| August 31, 2023 | 98.93% |
| July 31, 2023 | 98.34% |
| June 30, 2023 | 98.34% |
| May 31, 2023 | 98.34% |
| April 30, 2023 | 97.80% |
| March 31, 2023 | 97.80% |
| February 28, 2023 | 97.80% |
| January 31, 2023 | 97.80% |
| December 31, 2022 | 97.80% |
| November 30, 2022 | 96.81% |
| October 31, 2022 | 95.24% |
| September 30, 2022 | 94.87% |
| August 31, 2022 | 94.11% |
| July 31, 2022 | 88.43% |
| June 30, 2022 | 88.43% |
| May 31, 2022 | 88.43% |
| April 30, 2022 | 88.43% |
| March 31, 2022 | 88.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 88.43% |
| January 31, 2022 | 88.43% |
| December 31, 2021 | 88.43% |
| November 30, 2021 | 88.43% |
| October 31, 2021 | 88.43% |
| September 30, 2021 | 88.43% |
| August 31, 2021 | 88.43% |
| July 31, 2021 | 88.43% |
| June 30, 2021 | 88.43% |
| May 31, 2021 | 88.43% |
| April 30, 2021 | 88.43% |
| March 31, 2021 | 88.43% |
| February 28, 2021 | 88.43% |
| January 31, 2021 | 88.43% |
| December 31, 2020 | 88.43% |
| November 30, 2020 | 88.43% |
| October 31, 2020 | 88.43% |
| September 30, 2020 | 88.43% |
| August 31, 2020 | 88.43% |
| July 31, 2020 | 88.43% |
| June 30, 2020 | 88.43% |
| May 31, 2020 | 88.28% |
| April 30, 2020 | 88.03% |
| March 31, 2020 | 88.03% |
| February 29, 2020 | 33.81% |
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
33.81%
Minimum
Apr 2019
99.66%
Maximum
Jan 2024
81.59%
Average
88.43%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Erie Indemnity Co | 49.12% |
| Fundamental Global Inc | 88.05% |
| Root Inc | -- |
| Enact Holdings Inc | -- |
| Skyward Specialty Insurance Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -80.26 |
| Beta (5Y) | 1.165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.20% |
| Historical Sharpe Ratio (5Y) | -0.8537 |
| Historical Sortino (5Y) | -1.074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.49% |