Palomar Holdings Inc (PLMR)
88.47
+0.09
(+0.10%)
USD |
NASDAQ |
Nov 04, 16:00
88.47
0.00 (0.00%)
Pre-Market: 20:00
Palomar Holdings Max Drawdown (5Y): 62.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 62.86% |
September 30, 2024 | 62.86% |
August 31, 2024 | 62.86% |
July 31, 2024 | 62.86% |
June 30, 2024 | 62.86% |
May 31, 2024 | 62.86% |
April 30, 2024 | 62.86% |
March 31, 2024 | 62.86% |
February 29, 2024 | 62.86% |
January 31, 2024 | 62.86% |
December 31, 2023 | 62.86% |
November 30, 2023 | 62.86% |
October 31, 2023 | 62.86% |
September 30, 2023 | 62.86% |
August 31, 2023 | 62.86% |
July 31, 2023 | 62.86% |
June 30, 2023 | 62.86% |
May 31, 2023 | 62.86% |
April 30, 2023 | 62.86% |
March 31, 2023 | 62.86% |
February 28, 2023 | 62.86% |
January 31, 2023 | 62.86% |
December 31, 2022 | 62.86% |
November 30, 2022 | 61.54% |
October 31, 2022 | 61.54% |
Date | Value |
---|---|
September 30, 2022 | 61.54% |
August 31, 2022 | 61.54% |
July 31, 2022 | 61.54% |
June 30, 2022 | 61.54% |
May 31, 2022 | 61.54% |
April 30, 2022 | 61.54% |
March 31, 2022 | 61.54% |
February 28, 2022 | 61.54% |
January 31, 2022 | 61.54% |
December 31, 2021 | 49.19% |
November 30, 2021 | 47.71% |
October 31, 2021 | 47.71% |
September 30, 2021 | 47.71% |
August 31, 2021 | 47.71% |
July 31, 2021 | 47.71% |
June 30, 2021 | 47.71% |
May 31, 2021 | 47.71% |
April 30, 2021 | 47.71% |
March 31, 2021 | 47.71% |
February 28, 2021 | 44.73% |
January 31, 2021 | 44.73% |
December 31, 2020 | 44.73% |
November 30, 2020 | 44.57% |
October 31, 2020 | 31.75% |
September 30, 2020 | 31.75% |
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
12.44%
Minimum
Nov 2019
62.86%
Maximum
Dec 2022
51.50%
Average
61.54%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Global Indemnity Group LLC | 50.32% |
Tiptree Inc | 45.47% |
NMI Holdings Inc | 73.07% |
Conifer Holdings Inc | 85.91% |
ICC Holdings Inc | 46.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.026 |
Beta (5Y) | 0.3367 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.64% |
Historical Sharpe Ratio (5Y) | 0.235 |
Historical Sortino (5Y) | 0.3849 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.54% |