RLI Corp. (RLI)
55.94
-0.24
(-0.43%)
USD |
NYSE |
Oct 02, 16:00
55.94
0.00 (0.00%)
Pre-Market: 20:00
RLI Max Drawdown (5Y) : 43.50% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 43.50% |
| August 31, 2026 | 43.50% |
| July 31, 2026 | 43.50% |
| June 30, 2026 | 43.50% |
| May 31, 2026 | 43.50% |
| April 30, 2026 | 39.50% |
| March 31, 2026 | 33.40% |
| February 28, 2026 | 33.40% |
| January 31, 2026 | 33.40% |
| December 31, 2025 | 33.40% |
| November 30, 2025 | 33.40% |
| October 31, 2025 | 33.40% |
| September 30, 2025 | 26.85% |
| August 31, 2025 | 25.07% |
| July 31, 2025 | 24.96% |
| June 30, 2025 | 23.11% |
| May 31, 2025 | 23.11% |
| April 30, 2025 | 29.97% |
| March 31, 2025 | 29.97% |
| February 28, 2025 | 30.17% |
| January 31, 2025 | 30.17% |
| December 31, 2024 | 30.17% |
| November 30, 2024 | 30.17% |
| October 31, 2024 | 30.17% |
| September 30, 2024 | 30.17% |
| Date | Value |
|---|---|
| August 31, 2024 | 30.17% |
| July 31, 2024 | 30.17% |
| June 30, 2024 | 30.17% |
| May 31, 2024 | 30.17% |
| April 30, 2024 | 30.17% |
| March 31, 2024 | 30.17% |
| February 29, 2024 | 30.17% |
| January 31, 2024 | 30.17% |
| December 31, 2023 | 30.17% |
| November 30, 2023 | 30.17% |
| October 31, 2023 | 30.17% |
| September 30, 2023 | 30.17% |
| August 31, 2023 | 30.17% |
| July 31, 2023 | 30.17% |
| June 30, 2023 | 30.17% |
| May 31, 2023 | 30.17% |
| April 30, 2023 | 30.17% |
| March 31, 2023 | 30.17% |
| February 28, 2023 | 30.17% |
| January 31, 2023 | 30.17% |
| December 31, 2022 | 30.17% |
| November 30, 2022 | 30.17% |
| October 31, 2022 | 30.17% |
| September 30, 2022 | 30.17% |
| August 31, 2022 | 30.17% |
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
| W.R. Berkley Corp. | 26.29% |
| Selective Insurance Group, Inc. | 30.47% |
| The Travelers Cos., Inc. | 18.90% |
| Kinsale Capital Group, Inc. | 46.83% |
| Skyward Specialty Insurance Group, Inc. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7588 |
| Beta (5Y) | 0.3653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.88% |
| Historical Sharpe Ratio (5Y) | 0.1266 |
| Historical Sortino (5Y) | 0.2405 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.36% |