Kinsale Capital Group Inc (KNSL)
453.54
-5.05
(-1.10%)
USD |
NYSE |
Apr 25, 16:00
445.00
-8.54
(-1.88%)
After-Hours: 20:00
Kinsale Capital Group Max Drawdown (5Y): 38.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.24% |
| February 29, 2024 | 38.24% |
| January 31, 2024 | 38.24% |
| December 31, 2023 | 38.24% |
| November 30, 2023 | 38.24% |
| October 31, 2023 | 38.24% |
| September 30, 2023 | 38.24% |
| August 31, 2023 | 38.24% |
| July 31, 2023 | 38.24% |
| June 30, 2023 | 38.24% |
| May 31, 2023 | 38.24% |
| April 30, 2023 | 38.24% |
| March 31, 2023 | 38.24% |
| February 28, 2023 | 38.24% |
| January 31, 2023 | 38.24% |
| December 31, 2022 | 38.24% |
| November 30, 2022 | 38.24% |
| October 31, 2022 | 38.24% |
| September 30, 2022 | 38.24% |
| August 31, 2022 | 38.24% |
| July 31, 2022 | 38.24% |
| June 30, 2022 | 38.24% |
| May 31, 2022 | 38.24% |
| April 30, 2022 | 38.24% |
| March 31, 2022 | 38.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.24% |
| January 31, 2022 | 38.24% |
| December 31, 2021 | 38.24% |
| November 30, 2021 | 38.24% |
| October 31, 2021 | 38.24% |
| September 30, 2021 | 38.24% |
| August 31, 2021 | 38.24% |
| July 31, 2021 | 38.24% |
| June 30, 2021 | 38.24% |
| May 31, 2021 | 38.24% |
| April 30, 2021 | 36.74% |
| March 31, 2021 | 36.74% |
| February 28, 2021 | 36.01% |
| January 31, 2021 | 36.01% |
| December 31, 2020 | 36.01% |
| November 30, 2020 | 36.01% |
| October 31, 2020 | 36.01% |
| September 30, 2020 | 36.01% |
| August 31, 2020 | 36.01% |
| July 31, 2020 | 36.01% |
| June 30, 2020 | 36.01% |
| May 31, 2020 | 36.01% |
| April 30, 2020 | 36.01% |
| March 31, 2020 | 36.01% |
| February 29, 2020 | 20.62% |
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
19.83%
Minimum
Apr 2019
38.24%
Maximum
May 2021
34.42%
Average
38.24%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Mercury General Corp | 55.29% |
| Trupanion Inc | 87.34% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 37.02 |
| Beta (5Y) | 0.8853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.91% |
| Historical Sharpe Ratio (5Y) | 1.217 |
| Historical Sortino (5Y) | 2.316 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.79% |