RLI Corp. (RLI)
66.62
+1.24
(+1.90%)
USD |
NYSE |
Aug 24, 16:00
66.62
0.00 (0.00%)
After-Hours: 20:00
RLI Max Drawdown (5Y) : 43.50% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 30.17% |
| July 31, 2024 | 30.17% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 30.17% |
| June 30, 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% |
| Kinsale Capital Group, Inc. | 46.83% |
| The Travelers Cos., Inc. | 18.90% |
| Cincinnati Financial Corp. | 35.76% |
| Skyward Specialty Insurance Group, Inc. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0512 |
| Beta (5Y) | 0.3778 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.66% |
| Historical Sharpe Ratio (5Y) | 0.1557 |
| Historical Sortino (5Y) | 0.3022 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |