Old Republic International Corp (ORI)
34.64
+0.14
(+0.42%)
USD |
NYSE |
Nov 04, 16:00
34.64
0.00 (0.00%)
After-Hours: 20:00
Old Republic International Max Drawdown (5Y): 47.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 47.79% |
September 30, 2024 | 47.79% |
August 31, 2024 | 47.79% |
July 31, 2024 | 47.79% |
June 30, 2024 | 47.79% |
May 31, 2024 | 47.79% |
April 30, 2024 | 47.79% |
March 31, 2024 | 47.79% |
February 29, 2024 | 47.79% |
January 31, 2024 | 47.79% |
December 31, 2023 | 47.79% |
November 30, 2023 | 47.79% |
October 31, 2023 | 47.79% |
September 30, 2023 | 47.79% |
August 31, 2023 | 47.79% |
July 31, 2023 | 47.79% |
June 30, 2023 | 47.79% |
May 31, 2023 | 47.79% |
April 30, 2023 | 47.79% |
March 31, 2023 | 47.79% |
February 28, 2023 | 47.79% |
January 31, 2023 | 47.79% |
December 31, 2022 | 47.79% |
November 30, 2022 | 47.79% |
October 31, 2022 | 47.79% |
Date | Value |
---|---|
September 30, 2022 | 47.79% |
August 31, 2022 | 47.79% |
July 31, 2022 | 47.79% |
June 30, 2022 | 47.79% |
May 31, 2022 | 47.79% |
April 30, 2022 | 47.79% |
March 31, 2022 | 47.79% |
February 28, 2022 | 47.79% |
January 31, 2022 | 47.79% |
December 31, 2021 | 47.79% |
November 30, 2021 | 47.79% |
October 31, 2021 | 47.79% |
September 30, 2021 | 47.79% |
August 31, 2021 | 47.79% |
July 31, 2021 | 47.79% |
June 30, 2021 | 47.79% |
May 31, 2021 | 47.79% |
April 30, 2021 | 47.79% |
March 31, 2021 | 47.79% |
February 28, 2021 | 47.79% |
January 31, 2021 | 47.79% |
December 31, 2020 | 47.79% |
November 30, 2020 | 47.79% |
October 31, 2020 | 47.79% |
September 30, 2020 | 47.79% |
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
16.21%
Minimum
Nov 2019
47.79%
Maximum
Mar 2020
45.70%
Average
47.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Radian Group Inc | 62.80% |
MGIC Investment Corp | 68.14% |
Assurant Inc | 44.64% |
American Financial Group Inc | 58.98% |
Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.054 |
Beta (5Y) | 0.8451 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.67% |
Historical Sharpe Ratio (5Y) | 0.5828 |
Historical Sortino (5Y) | 0.6434 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.90% |