Heritage Insurance Holdings Inc (HRTG)
8.15
+0.18
(+2.26%)
USD |
NYSE |
May 03, 16:00
8.16
+0.01
(+0.12%)
After-Hours: 20:00
Heritage Insurance Holdings Max Drawdown (5Y): 92.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 64.56% |
| July 31, 2020 | 64.56% |
| June 30, 2020 | 64.56% |
| May 31, 2020 | 64.56% |
| April 30, 2020 | 64.56% |
| March 31, 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
May 2019
92.22%
Maximum
Oct 2022
75.71%
Average
68.50%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| HCI Group Inc | 78.77% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.16 |
| Beta (5Y) | 0.9176 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.28% |
| Historical Sharpe Ratio (5Y) | -0.0895 |
| Historical Sortino (5Y) | -0.1614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.27% |