Mercury General Corp (MCY)
76.46
+2.73
(+3.70%)
USD |
NYSE |
Nov 21, 16:00
76.42
-0.04
(-0.05%)
Pre-Market: 20:00
Mercury General Max Drawdown (5Y): 55.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.29% |
| September 30, 2024 | 55.29% |
| August 31, 2024 | 55.29% |
| July 31, 2024 | 55.29% |
| June 30, 2024 | 55.29% |
| May 31, 2024 | 55.29% |
| April 30, 2024 | 55.29% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
55.29%
Maximum
Oct 2022
48.63%
Average
45.04%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| The Travelers Companies Inc | 46.25% |
| RLI Corp | 30.17% |
| WR Berkley Corp | 45.35% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8947 |
| Beta (5Y) | 0.8056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.99% |
| Historical Sharpe Ratio (5Y) | 0.2881 |
| Historical Sortino (5Y) | 0.4713 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.41% |