Heritage Insurance Holdings, Inc. (HRTG)
33.22
-0.47
(-1.40%)
USD |
NYSE |
Nov 06, 16:00
33.21
-0.01
(-0.03%)
After-Hours: 20:00
Heritage Insurance Holdings Max Drawdown (5Y) : 92.22% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 92.22% |
| September 30, 2026 | 92.22% |
| August 31, 2026 | 92.22% |
| July 31, 2026 | 92.22% |
| June 30, 2026 | 92.22% |
| May 31, 2026 | 92.22% |
| April 30, 2026 | 92.22% |
| March 31, 2026 | 92.22% |
| February 28, 2026 | 92.22% |
| January 31, 2026 | 92.22% |
| December 31, 2025 | 92.22% |
| November 30, 2025 | 92.22% |
| October 31, 2025 | 92.22% |
| September 30, 2025 | 92.22% |
| August 31, 2025 | 92.22% |
| July 31, 2025 | 92.22% |
| June 30, 2025 | 92.22% |
| May 31, 2025 | 92.22% |
| April 30, 2025 | 92.22% |
| March 31, 2025 | 92.22% |
| February 28, 2025 | 92.22% |
| January 31, 2025 | 92.22% |
| December 31, 2024 | 92.22% |
| November 30, 2024 | 92.22% |
| October 31, 2024 | 92.22% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 87.74% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Allstate Corp. | 27.35% |
| United Fire Group, Inc. | 61.51% |
| Mercury General Corp. | 55.29% |
| The Travelers Cos., Inc. | 18.90% |
| HCI Group, Inc. | 78.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.41 |
| Beta (5Y) | 0.9891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.75% |
| Historical Sharpe Ratio (5Y) | 0.4481 |
| Historical Sortino (5Y) | 0.9149 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.86% |