HCI Group Inc (HCI)
110.00
-1.37
(-1.23%)
USD |
NYSE |
Nov 25, 10:06
HCI Group Max Drawdown (5Y): 78.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.77% |
| September 30, 2024 | 78.77% |
| August 31, 2024 | 78.77% |
| July 31, 2024 | 78.77% |
| June 30, 2024 | 78.77% |
| May 31, 2024 | 78.77% |
| April 30, 2024 | 78.77% |
| March 31, 2024 | 78.77% |
| February 29, 2024 | 78.77% |
| January 31, 2024 | 78.77% |
| December 31, 2023 | 78.77% |
| November 30, 2023 | 78.77% |
| October 31, 2023 | 78.77% |
| September 30, 2023 | 78.77% |
| August 31, 2023 | 78.77% |
| July 31, 2023 | 78.77% |
| June 30, 2023 | 78.77% |
| May 31, 2023 | 78.77% |
| April 30, 2023 | 78.77% |
| March 31, 2023 | 78.77% |
| February 28, 2023 | 78.77% |
| January 31, 2023 | 78.77% |
| December 31, 2022 | 78.77% |
| November 30, 2022 | 78.77% |
| October 31, 2022 | 78.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.73% |
| August 31, 2022 | 65.60% |
| July 31, 2022 | 57.07% |
| June 30, 2022 | 57.07% |
| May 31, 2022 | 57.07% |
| April 30, 2022 | 57.07% |
| March 31, 2022 | 57.07% |
| February 28, 2022 | 55.46% |
| January 31, 2022 | 53.14% |
| December 31, 2021 | 40.00% |
| November 30, 2021 | 40.00% |
| October 31, 2021 | 47.66% |
| September 30, 2021 | 48.35% |
| August 31, 2021 | 48.35% |
| July 31, 2021 | 48.35% |
| June 30, 2021 | 48.35% |
| May 31, 2021 | 48.35% |
| April 30, 2021 | 48.35% |
| March 31, 2021 | 48.35% |
| February 28, 2021 | 48.35% |
| January 31, 2021 | 48.35% |
| December 31, 2020 | 48.35% |
| November 30, 2020 | 48.35% |
| October 31, 2020 | 48.35% |
| September 30, 2020 | 48.35% |
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
40.00%
Minimum
Nov 2021
78.77%
Maximum
Oct 2022
62.32%
Average
57.07%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| American Financial Group Inc | 58.98% |
| Selective Insurance Group Inc | 48.40% |
| Universal Insurance Holdings Inc | 79.58% |
| American Coastal Insurance Corp | 98.49% |
| Heritage Insurance Holdings Inc | 92.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.288 |
| Beta (5Y) | 1.123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.82% |
| Historical Sharpe Ratio (5Y) | 0.4765 |
| Historical Sortino (5Y) | 0.7759 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.36% |