RLI Corp (RLI)
157.21
+1.24
(+0.80%)
USD |
NYSE |
Nov 01, 16:00
157.26
+0.04
(+0.03%)
After-Hours: 20:00
RLI Max Drawdown (5Y): 30.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.17% |
| September 30, 2024 | 30.17% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.17% |
| August 31, 2022 | 30.17% |
| July 31, 2022 | 30.17% |
| June 30, 2022 | 30.17% |
| May 31, 2022 | 30.17% |
| April 30, 2022 | 30.17% |
| March 31, 2022 | 30.17% |
| February 28, 2022 | 30.17% |
| January 31, 2022 | 30.17% |
| December 31, 2021 | 30.17% |
| November 30, 2021 | 30.17% |
| October 31, 2021 | 30.17% |
| September 30, 2021 | 30.17% |
| August 31, 2021 | 30.17% |
| July 31, 2021 | 30.17% |
| June 30, 2021 | 30.17% |
| May 31, 2021 | 30.17% |
| April 30, 2021 | 30.17% |
| March 31, 2021 | 30.17% |
| February 28, 2021 | 30.17% |
| January 31, 2021 | 30.17% |
| December 31, 2020 | 30.17% |
| November 30, 2020 | 30.17% |
| October 31, 2020 | 30.17% |
| September 30, 2020 | 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
24.73%
Minimum
Nov 2019
30.17%
Maximum
Mar 2020
29.80%
Average
30.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| WR Berkley Corp | 45.35% |
| Allstate Corp | 41.38% |
| Cincinnati Financial Corp | 58.14% |
| Progressive Corp | 22.91% |
| CNA Financial Corp | 45.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.607 |
| Beta (5Y) | 0.4121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.69% |
| Historical Sharpe Ratio (5Y) | 0.4425 |
| Historical Sortino (5Y) | 0.7052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.55% |