The Hartford Financial Services Group Inc (HIG)
110.09
-0.35
(-0.32%)
USD |
NYSE |
Nov 01, 16:00
110.12
+0.03
(+0.03%)
After-Hours: 20:00
Hartford Financial Services Group Max Drawdown (5Y): 57.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.58% |
| September 30, 2024 | 57.58% |
| August 31, 2024 | 57.58% |
| July 31, 2024 | 57.58% |
| June 30, 2024 | 57.58% |
| May 31, 2024 | 57.58% |
| April 30, 2024 | 57.58% |
| March 31, 2024 | 57.58% |
| February 29, 2024 | 57.58% |
| January 31, 2024 | 57.58% |
| December 31, 2023 | 57.58% |
| November 30, 2023 | 57.58% |
| October 31, 2023 | 57.58% |
| September 30, 2023 | 57.58% |
| August 31, 2023 | 57.58% |
| July 31, 2023 | 57.58% |
| June 30, 2023 | 57.58% |
| May 31, 2023 | 57.58% |
| April 30, 2023 | 57.58% |
| March 31, 2023 | 57.58% |
| February 28, 2023 | 57.58% |
| January 31, 2023 | 57.58% |
| December 31, 2022 | 57.58% |
| November 30, 2022 | 57.58% |
| October 31, 2022 | 57.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.58% |
| August 31, 2022 | 57.58% |
| July 31, 2022 | 57.58% |
| June 30, 2022 | 57.58% |
| May 31, 2022 | 57.58% |
| April 30, 2022 | 57.58% |
| March 31, 2022 | 57.58% |
| February 28, 2022 | 57.58% |
| January 31, 2022 | 57.58% |
| December 31, 2021 | 57.58% |
| November 30, 2021 | 57.58% |
| October 31, 2021 | 57.58% |
| September 30, 2021 | 57.58% |
| August 31, 2021 | 57.58% |
| July 31, 2021 | 57.58% |
| June 30, 2021 | 57.58% |
| May 31, 2021 | 57.58% |
| April 30, 2021 | 57.58% |
| March 31, 2021 | 57.58% |
| February 28, 2021 | 57.58% |
| January 31, 2021 | 57.58% |
| December 31, 2020 | 57.58% |
| November 30, 2020 | 57.58% |
| October 31, 2020 | 57.58% |
| September 30, 2020 | 57.58% |
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
29.49%
Minimum
Nov 2019
57.58%
Maximum
Mar 2020
55.71%
Average
57.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Allstate Corp | 41.38% |
| MGIC Investment Corp | 68.14% |
| Progressive Corp | 22.91% |
| Radian Group Inc | 62.80% |
| The Travelers Companies Inc | 46.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.308 |
| Beta (5Y) | 0.9421 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.66% |
| Historical Sharpe Ratio (5Y) | 0.4571 |
| Historical Sortino (5Y) | 0.5397 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.63% |