Heritage Insurance Holdings Inc (HRTG)
12.27
-0.03
(-0.24%)
USD |
NYSE |
Nov 22, 11:26
Heritage Insurance Holdings Max Drawdown (5Y): 92.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.22% |
| September 30, 2024 | 92.22% |
| August 31, 2024 | 92.22% |
| July 31, 2024 | 92.22% |
| June 30, 2024 | 92.22% |
| May 31, 2024 | 92.22% |
| April 30, 2024 | 92.22% |
| March 31, 2024 | 92.22% |
| February 29, 2024 | 92.22% |
| January 31, 2024 | 92.22% |
| December 31, 2023 | 92.22% |
| November 30, 2023 | 92.22% |
| October 31, 2023 | 92.22% |
| September 30, 2023 | 92.22% |
| August 31, 2023 | 92.22% |
| July 31, 2023 | 92.22% |
| June 30, 2023 | 92.22% |
| May 31, 2023 | 92.22% |
| April 30, 2023 | 92.22% |
| March 31, 2023 | 92.22% |
| February 28, 2023 | 92.22% |
| January 31, 2023 | 92.22% |
| December 31, 2022 | 92.22% |
| November 30, 2022 | 92.22% |
| October 31, 2022 | 92.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.74% |
| August 31, 2022 | 86.39% |
| July 31, 2022 | 86.39% |
| June 30, 2022 | 84.44% |
| May 31, 2022 | 82.50% |
| April 30, 2022 | 75.31% |
| March 31, 2022 | 68.75% |
| February 28, 2022 | 68.75% |
| January 31, 2022 | 68.50% |
| December 31, 2021 | 68.50% |
| November 30, 2021 | 68.50% |
| October 31, 2021 | 68.50% |
| September 30, 2021 | 68.50% |
| August 31, 2021 | 64.56% |
| July 31, 2021 | 64.56% |
| June 30, 2021 | 64.56% |
| May 31, 2021 | 64.56% |
| April 30, 2021 | 64.56% |
| March 31, 2021 | 64.56% |
| February 28, 2021 | 64.56% |
| January 31, 2021 | 64.56% |
| December 31, 2020 | 64.56% |
| November 30, 2020 | 64.56% |
| October 31, 2020 | 64.56% |
| September 30, 2020 | 64.56% |
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
64.56%
Minimum
Nov 2019
92.22%
Maximum
Oct 2022
78.48%
Average
78.90%
Median
Max Drawdown (5Y) Benchmarks
| Allstate Corp | 41.38% |
| Universal Insurance Holdings Inc | 79.58% |
| The Hartford Financial Services Group Inc | 57.58% |
| Progressive Corp | 22.91% |
| American Coastal Insurance Corp | 98.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.36 |
| Beta (5Y) | 0.9822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.39% |
| Historical Sharpe Ratio (5Y) | -0.0689 |
| Historical Sortino (5Y) | -0.1472 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.94% |