Horace Mann Educators Corp. (HMN)
42.47
-0.41
(-0.96%)
USD |
NYSE |
Jan 16, 16:00
42.50
+0.03
(+0.07%)
After-Hours: 20:00
Horace Mann Educators Max Drawdown (5Y): 33.31% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| MGIC Investment Corp. | 30.09% |
| Radian Group Inc. | 25.97% |
| Cincinnati Financial Corp. | 35.76% |
| Safety Insurance Group, Inc. | 30.45% |
| Selective Insurance Group, Inc. | 30.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.566 |
| Beta (5Y) | 0.0702 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.32% |
| Historical Sharpe Ratio (5Y) | 0.1218 |
| Historical Sortino (5Y) | 0.2401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.79% |