Investors Title Co (ITIC)
281.60
+3.96
(+1.43%)
USD |
NASDAQ |
Nov 21, 16:00
284.30
+2.70
(+0.96%)
After-Hours: 06:06
Investors Title Max Drawdown (5Y): 43.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 43.79% |
September 30, 2024 | 43.79% |
August 31, 2024 | 43.79% |
July 31, 2024 | 43.79% |
June 30, 2024 | 43.79% |
May 31, 2024 | 43.79% |
April 30, 2024 | 43.79% |
March 31, 2024 | 43.79% |
February 29, 2024 | 43.79% |
January 31, 2024 | 43.79% |
December 31, 2023 | 43.79% |
November 30, 2023 | 43.79% |
October 31, 2023 | 43.79% |
September 30, 2023 | 43.79% |
August 31, 2023 | 43.79% |
July 31, 2023 | 43.79% |
June 30, 2023 | 43.79% |
May 31, 2023 | 43.79% |
April 30, 2023 | 43.79% |
March 31, 2023 | 43.79% |
February 28, 2023 | 43.79% |
January 31, 2023 | 43.79% |
December 31, 2022 | 43.79% |
November 30, 2022 | 43.79% |
October 31, 2022 | 43.79% |
Date | Value |
---|---|
September 30, 2022 | 43.37% |
August 31, 2022 | 43.37% |
July 31, 2022 | 43.37% |
June 30, 2022 | 43.37% |
May 31, 2022 | 43.37% |
April 30, 2022 | 43.37% |
March 31, 2022 | 43.37% |
February 28, 2022 | 43.37% |
January 31, 2022 | 43.37% |
December 31, 2021 | 43.37% |
November 30, 2021 | 43.37% |
October 31, 2021 | 43.37% |
September 30, 2021 | 43.37% |
August 31, 2021 | 43.37% |
July 31, 2021 | 43.37% |
June 30, 2021 | 43.37% |
May 31, 2021 | 43.37% |
April 30, 2021 | 43.37% |
March 31, 2021 | 43.37% |
February 28, 2021 | 43.37% |
January 31, 2021 | 43.37% |
December 31, 2020 | 43.37% |
November 30, 2020 | 43.37% |
October 31, 2020 | 43.37% |
September 30, 2020 | 43.37% |
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
31.17%
Minimum
Nov 2019
43.79%
Maximum
Oct 2022
42.73%
Average
43.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First American Financial Corp | 50.13% |
Fidelity National Financial Inc | 56.11% |
Stewart Information Services Corp | 53.49% |
HG Holdings Inc | 84.52% |
Atlantic American Corp | 77.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.585 |
Beta (5Y) | 0.8478 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.92% |
Historical Sharpe Ratio (5Y) | 0.4238 |
Historical Sortino (5Y) | 0.6675 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.95% |