Horace Mann Educators Corp (HMN)
40.93
+0.55
(+1.36%)
USD |
NYSE |
Nov 21, 16:00
40.95
+0.02
(+0.05%)
Pre-Market: 20:00
Horace Mann Educators Max Drawdown (5Y): 33.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.31% |
| September 30, 2024 | 33.31% |
| August 31, 2024 | 33.31% |
| July 31, 2024 | 33.31% |
| June 30, 2024 | 33.31% |
| May 31, 2024 | 33.31% |
| April 30, 2024 | 33.31% |
| March 31, 2024 | 33.31% |
| February 29, 2024 | 33.31% |
| January 31, 2024 | 33.31% |
| December 31, 2023 | 33.31% |
| November 30, 2023 | 33.31% |
| October 31, 2023 | 33.31% |
| September 30, 2023 | 33.31% |
| August 31, 2023 | 33.31% |
| July 31, 2023 | 33.12% |
| June 30, 2023 | 33.12% |
| May 31, 2023 | 33.12% |
| April 30, 2023 | 33.12% |
| March 31, 2023 | 33.12% |
| February 28, 2023 | 33.12% |
| January 31, 2023 | 33.12% |
| December 31, 2022 | 33.12% |
| November 30, 2022 | 33.12% |
| October 31, 2022 | 33.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.12% |
| August 31, 2022 | 33.12% |
| July 31, 2022 | 33.12% |
| June 30, 2022 | 33.12% |
| May 31, 2022 | 33.12% |
| April 30, 2022 | 33.12% |
| March 31, 2022 | 33.12% |
| February 28, 2022 | 33.12% |
| January 31, 2022 | 33.12% |
| December 31, 2021 | 33.12% |
| November 30, 2021 | 33.12% |
| October 31, 2021 | 33.12% |
| September 30, 2021 | 33.12% |
| August 31, 2021 | 33.12% |
| July 31, 2021 | 33.12% |
| June 30, 2021 | 33.12% |
| May 31, 2021 | 33.12% |
| April 30, 2021 | 33.12% |
| March 31, 2021 | 33.12% |
| February 28, 2021 | 33.12% |
| January 31, 2021 | 33.12% |
| December 31, 2020 | 33.12% |
| November 30, 2020 | 33.12% |
| October 31, 2020 | 33.12% |
| September 30, 2020 | 33.12% |
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
25.79%
Minimum
Nov 2019
33.31%
Maximum
Aug 2023
32.67%
Average
33.12%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
| Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.427 |
| Beta (5Y) | 0.2686 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.53% |
| Historical Sharpe Ratio (5Y) | -0.087 |
| Historical Sortino (5Y) | -0.1284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.08% |