Kemper Corp (KMPR)
59.19
-1.21
(-2.00%)
USD |
NYSE |
Apr 25, 11:53
Kemper Max Drawdown (5Y): 52.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 52.80% |
| February 29, 2024 | 52.80% |
| January 31, 2024 | 52.80% |
| December 31, 2023 | 52.80% |
| November 30, 2023 | 52.80% |
| October 31, 2023 | 51.99% |
| September 30, 2023 | 51.51% |
| August 31, 2023 | 51.51% |
| July 31, 2023 | 51.51% |
| June 30, 2023 | 51.51% |
| May 31, 2023 | 51.51% |
| April 30, 2023 | 51.51% |
| March 31, 2023 | 51.51% |
| February 28, 2023 | 51.51% |
| January 31, 2023 | 51.51% |
| December 31, 2022 | 51.51% |
| November 30, 2022 | 51.51% |
| October 31, 2022 | 51.51% |
| September 30, 2022 | 51.51% |
| August 31, 2022 | 50.24% |
| July 31, 2022 | 48.34% |
| June 30, 2022 | 48.34% |
| May 31, 2022 | 46.72% |
| April 30, 2022 | 46.46% |
| March 31, 2022 | 43.35% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.35% |
| January 31, 2022 | 39.48% |
| December 31, 2021 | 39.48% |
| November 30, 2021 | 37.36% |
| October 31, 2021 | 37.36% |
| September 30, 2021 | 37.36% |
| August 31, 2021 | 37.36% |
| July 31, 2021 | 37.36% |
| June 30, 2021 | 37.36% |
| May 31, 2021 | 37.36% |
| April 30, 2021 | 37.36% |
| March 31, 2021 | 37.36% |
| February 28, 2021 | 37.36% |
| January 31, 2021 | 37.36% |
| December 31, 2020 | 37.36% |
| November 30, 2020 | 41.99% |
| October 31, 2020 | 41.99% |
| September 30, 2020 | 41.99% |
| August 31, 2020 | 41.99% |
| July 31, 2020 | 41.99% |
| June 30, 2020 | 41.99% |
| May 31, 2020 | 41.99% |
| April 30, 2020 | 41.99% |
| March 31, 2020 | 41.99% |
| February 29, 2020 | 41.99% |
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
37.36%
Minimum
Dec 2020
52.80%
Maximum
Nov 2023
44.66%
Average
41.99%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
| Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.04 |
| Beta (5Y) | 0.9148 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.54% |
| Historical Sharpe Ratio (5Y) | -0.1221 |
| Historical Sortino (5Y) | -0.2132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.83% |