NI Holdings Inc (NODK)
14.75
-0.14
(-0.91%)
USD |
NASDAQ |
May 02, 16:00
14.75
0.00 (0.00%)
After-Hours: 18:06
NI Holdings Max Drawdown (5Y): 44.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.88% |
March 31, 2024 | 44.88% |
February 29, 2024 | 44.88% |
January 31, 2024 | 44.88% |
December 31, 2023 | 44.88% |
November 30, 2023 | 44.88% |
October 31, 2023 | 44.88% |
September 30, 2023 | 44.88% |
August 31, 2023 | 44.88% |
July 31, 2023 | 44.88% |
June 30, 2023 | 44.88% |
May 31, 2023 | 44.88% |
April 30, 2023 | 44.88% |
March 31, 2023 | 44.88% |
February 28, 2023 | 44.88% |
January 31, 2023 | 44.88% |
December 31, 2022 | 44.88% |
November 30, 2022 | 44.88% |
October 31, 2022 | 44.88% |
September 30, 2022 | 44.88% |
August 31, 2022 | 44.88% |
July 31, 2022 | 44.88% |
June 30, 2022 | 44.88% |
May 31, 2022 | 44.88% |
April 30, 2022 | 44.88% |
Date | Value |
---|---|
March 31, 2022 | 44.88% |
February 28, 2022 | 44.88% |
January 31, 2022 | 44.88% |
December 31, 2021 | 44.88% |
November 30, 2021 | 44.88% |
October 31, 2021 | 44.88% |
September 30, 2021 | 44.88% |
August 31, 2021 | 44.88% |
July 31, 2021 | 44.88% |
June 30, 2021 | 44.88% |
May 31, 2021 | 44.88% |
April 30, 2021 | 44.88% |
March 31, 2021 | 44.88% |
February 28, 2021 | 44.88% |
January 31, 2021 | 44.88% |
December 31, 2020 | 44.88% |
November 30, 2020 | 44.88% |
October 31, 2020 | 44.88% |
September 30, 2020 | 44.88% |
August 31, 2020 | 44.88% |
July 31, 2020 | 44.88% |
June 30, 2020 | 44.88% |
May 31, 2020 | 44.88% |
April 30, 2020 | 44.88% |
March 31, 2020 | 44.88% |
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
20.82%
Minimum
May 2019
44.88%
Maximum
Mar 2020
40.93%
Average
44.88%
Median
Mar 2020
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) | -7.173 |
Beta (5Y) | 0.3261 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.56% |
Historical Sharpe Ratio (5Y) | -0.1502 |
Historical Sortino (5Y) | -0.2296 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.01% |