Palomar Holdings Inc (PLMR)
110.19
+1.52
(+1.40%)
USD |
NASDAQ |
Nov 22, 09:57
Palomar Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Global Indemnity Group LLC | 50.32% |
| Tiptree Inc | 45.47% |
| NMI Holdings Inc | 73.07% |
| Conifer Holdings Inc | 87.03% |
| ICC Holdings Inc | 46.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.025 |
| 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% |