Horace Mann Educators Corp (HMN)
36.75
-0.47
(-1.26%)
USD |
NYSE |
Apr 25, 12:45
Horace Mann Educators Max Drawdown (5Y): 33.31% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 33.12% |
July 31, 2020 | 33.12% |
June 30, 2020 | 33.12% |
May 31, 2020 | 33.12% |
April 30, 2020 | 33.12% |
March 31, 2020 | 32.90% |
February 29, 2020 | 25.79% |
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
Apr 2019
33.31%
Maximum
Aug 2023
31.80%
Average
33.12%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
The Hartford Financial Services Group Inc | 57.58% |
MGIC Investment Corp | 68.14% |
Progressive Corp | 22.91% |
WR Berkley Corp | 45.35% |
Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.148 |
Beta (5Y) | 0.2783 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.45% |
Historical Sharpe Ratio (5Y) | 0.1107 |
Historical Sortino (5Y) | 0.1632 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.80% |