The Hartford Financial Services Group Inc (HIG)
119.62
+1.41
(+1.19%)
USD |
NYSE |
Nov 21, 16:00
119.62
0.00 (0.00%)
After-Hours: 16:57
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
Progressive Corp | 22.91% |
Allstate Corp | 41.38% |
The Hanover Insurance Group Inc | 40.05% |
The Travelers Companies Inc | 46.25% |
Cincinnati Financial Corp | 58.14% |
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% |