RLI Corp (RLI)

167.08 +2.06 (+1.25%) USD  |  NYSE  |  Dec 24, 16:00
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RLI Max Drawdown (5Y): 30.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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WR Berkley Corp 45.35%
American Financial Group Inc 58.98%
The Hartford Financial Services Group Inc 57.58%
Allstate Corp 41.38%
Mercury General Corp 55.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.290
Beta (5Y) 0.4566
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.03%
Historical Sharpe Ratio (5Y) 0.6149
Historical Sortino (5Y) 0.9896
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.55%