ProAssurance Corp (PRA)
13.83
-0.09
(-0.65%)
USD |
NYSE |
May 03, 16:00
13.82
-0.02
(-0.11%)
Pre-Market: 20:00
ProAssurance Max Drawdown (5Y): 75.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.29% |
| March 31, 2024 | 75.29% |
| February 29, 2024 | 75.29% |
| January 31, 2024 | 75.29% |
| December 31, 2023 | 75.29% |
| November 30, 2023 | 75.29% |
| October 31, 2023 | 75.29% |
| September 30, 2023 | 75.29% |
| August 31, 2023 | 75.29% |
| July 31, 2023 | 75.29% |
| June 30, 2023 | 75.29% |
| May 31, 2023 | 75.29% |
| April 30, 2023 | 75.29% |
| March 31, 2023 | 75.29% |
| February 28, 2023 | 75.29% |
| January 31, 2023 | 75.29% |
| December 31, 2022 | 75.29% |
| November 30, 2022 | 75.29% |
| October 31, 2022 | 75.29% |
| September 30, 2022 | 75.29% |
| August 31, 2022 | 75.29% |
| July 31, 2022 | 75.29% |
| June 30, 2022 | 75.29% |
| May 31, 2022 | 75.29% |
| April 30, 2022 | 75.29% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.29% |
| February 28, 2022 | 75.29% |
| January 31, 2022 | 75.29% |
| December 31, 2021 | 75.29% |
| November 30, 2021 | 75.29% |
| October 31, 2021 | 75.29% |
| September 30, 2021 | 75.29% |
| August 31, 2021 | 75.29% |
| July 31, 2021 | 75.29% |
| June 30, 2021 | 75.29% |
| May 31, 2021 | 75.29% |
| April 30, 2021 | 75.29% |
| March 31, 2021 | 75.29% |
| February 28, 2021 | 75.29% |
| January 31, 2021 | 75.29% |
| December 31, 2020 | 75.29% |
| November 30, 2020 | 75.29% |
| October 31, 2020 | 75.29% |
| September 30, 2020 | 75.29% |
| August 31, 2020 | 75.29% |
| July 31, 2020 | 75.29% |
| June 30, 2020 | 75.29% |
| May 31, 2020 | 75.29% |
| April 30, 2020 | 63.59% |
| March 31, 2020 | 62.23% |
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
38.02%
Minimum
May 2019
75.29%
Maximum
May 2020
68.95%
Average
75.29%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Universal Insurance Holdings Inc | 79.58% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.93 |
| Beta (5Y) | 0.2078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.25% |
| Historical Sharpe Ratio (5Y) | -0.4998 |
| Historical Sortino (5Y) | -0.6689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.71% |