Mercury General Corp (MCY)
53.56
+0.89
(+1.69%)
USD |
NYSE |
Apr 19, 16:00
53.56
0.00 (0.00%)
After-Hours: 19:51
Mercury General Max Drawdown (5Y): 55.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 55.29% |
February 29, 2024 | 55.29% |
January 31, 2024 | 55.29% |
December 31, 2023 | 55.29% |
November 30, 2023 | 55.29% |
October 31, 2023 | 55.29% |
September 30, 2023 | 55.29% |
August 31, 2023 | 55.29% |
July 31, 2023 | 55.29% |
June 30, 2023 | 55.29% |
May 31, 2023 | 55.29% |
April 30, 2023 | 55.29% |
March 31, 2023 | 55.29% |
February 28, 2023 | 55.29% |
January 31, 2023 | 55.29% |
December 31, 2022 | 55.29% |
November 30, 2022 | 55.29% |
October 31, 2022 | 55.29% |
September 30, 2022 | 55.15% |
August 31, 2022 | 50.12% |
July 31, 2022 | 45.04% |
June 30, 2022 | 45.04% |
May 31, 2022 | 45.04% |
April 30, 2022 | 45.04% |
March 31, 2022 | 45.04% |
Date | Value |
---|---|
February 28, 2022 | 45.04% |
January 31, 2022 | 45.04% |
December 31, 2021 | 45.04% |
November 30, 2021 | 45.04% |
October 31, 2021 | 45.04% |
September 30, 2021 | 45.04% |
August 31, 2021 | 45.04% |
July 31, 2021 | 45.04% |
June 30, 2021 | 45.04% |
May 31, 2021 | 45.04% |
April 30, 2021 | 45.04% |
March 31, 2021 | 45.04% |
February 28, 2021 | 45.04% |
January 31, 2021 | 45.04% |
December 31, 2020 | 45.04% |
November 30, 2020 | 45.04% |
October 31, 2020 | 45.04% |
September 30, 2020 | 45.04% |
August 31, 2020 | 45.04% |
July 31, 2020 | 45.04% |
June 30, 2020 | 45.04% |
May 31, 2020 | 45.04% |
April 30, 2020 | 44.78% |
March 31, 2020 | 44.78% |
February 29, 2020 | 31.54% |
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
31.06%
Minimum
Apr 2019
55.29%
Maximum
Oct 2022
45.80%
Average
45.04%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Progressive Corp | 22.91% |
American Financial Group Inc | 58.98% |
RLI Corp | 30.17% |
Selective Insurance Group Inc | 48.40% |
The Travelers Companies Inc | 46.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.068 |
Beta (5Y) | 0.7963 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.13% |
Historical Sharpe Ratio (5Y) | 0.1004 |
Historical Sortino (5Y) | 0.1612 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.28% |