HCI Group, Inc. (HCI)
185.73
-0.86
(-0.46%)
USD |
NYSE |
Sep 11, 16:00
187.00
+1.27
(+0.68%)
Pre-Market: 09:06
HCI Group Max Drawdown (5Y) : 78.77% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 78.77% |
| July 31, 2026 | 78.77% |
| June 30, 2026 | 78.77% |
| May 31, 2026 | 78.77% |
| April 30, 2026 | 78.77% |
| March 31, 2026 | 78.77% |
| February 28, 2026 | 78.77% |
| January 31, 2026 | 78.77% |
| December 31, 2025 | 78.77% |
| November 30, 2025 | 78.77% |
| October 31, 2025 | 78.77% |
| September 30, 2025 | 78.77% |
| August 31, 2025 | 78.77% |
| July 31, 2025 | 78.77% |
| June 30, 2025 | 78.77% |
| May 31, 2025 | 78.77% |
| April 30, 2025 | 78.77% |
| March 31, 2025 | 78.77% |
| February 28, 2025 | 78.77% |
| January 31, 2025 | 78.77% |
| December 31, 2024 | 78.77% |
| November 30, 2024 | 78.77% |
| October 31, 2024 | 78.77% |
| September 30, 2024 | 78.77% |
| August 31, 2024 | 78.77% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 70.73% |
| August 31, 2022 | 65.60% |
| July 31, 2022 | 57.07% |
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
| Mercury General Corp. | 55.29% |
| Universal Insurance Holdings, Inc. | 79.58% |
| The Allstate Corp. | 27.35% |
| The Progressive Corp. | 30.31% |
| United Fire Group, Inc. | 61.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2397 |
| Beta (5Y) | 1.029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.78% |
| Historical Sharpe Ratio (5Y) | 0.203 |
| Historical Sortino (5Y) | 0.322 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.04% |