ICC Holdings Inc (ICCH)

23.29 -0.57 (-2.39%) USD  |  NASDAQ  |  Dec 23, 16:00
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ICC Holdings Max Drawdown (5Y): 46.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Global Indemnity Group LLC 50.32%
Tiptree Inc 45.47%
NMI Holdings Inc 73.07%
Conifer Holdings Inc 87.03%
Palomar Holdings Inc 62.86%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.646
Beta (5Y) 0.3221
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.06%
Historical Sharpe Ratio (5Y) 0.3571
Historical Sortino (5Y) 0.5955
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.46%