Mercury General Corp (MCY)
55.80
-0.35
(-0.62%)
USD |
NYSE |
Apr 02, 11:19
Mercury General Max Drawdown (5Y): 55.29% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Allstate Corp | 31.33% |
| The Travelers Companies Inc | 40.88% |
| American International Group Inc | 66.90% |
| Progressive Corp | 22.91% |
| RLI Corp | 29.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.777 |
| Beta (5Y) | 0.8150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.62% |
| Historical Sharpe Ratio (5Y) | 0.2384 |
| Historical Sortino (5Y) | 0.3663 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.41% |