Old Republic International Corp (ORI)
38.24
+0.51
(+1.35%)
USD |
NYSE |
Nov 21, 16:00
38.24
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
Jan 2020
47.79%
Maximum
Mar 2020
45.73%
Average
47.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Radian Group Inc | 62.80% |
| MGIC Investment Corp | 68.14% |
| Assurant Inc | 44.64% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
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% |