Selective Insurance Group, Inc. (SIGI)
85.59
+0.69
(+0.81%)
USD |
NASDAQ |
Oct 02, 16:00
85.58
-0.01
(-0.01%)
Pre-Market: 20:00
Selective Insurance Group Max Drawdown (5Y) : 30.47% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 30.47% |
| August 31, 2026 | 30.47% |
| July 31, 2026 | 30.47% |
| June 30, 2026 | 30.47% |
| May 31, 2026 | 30.47% |
| April 30, 2026 | 30.47% |
| March 31, 2026 | 30.47% |
| February 28, 2026 | 30.47% |
| January 31, 2026 | 30.47% |
| December 31, 2025 | 30.47% |
| November 30, 2025 | 30.47% |
| October 31, 2025 | 32.45% |
| September 30, 2025 | 35.81% |
| August 31, 2025 | 38.69% |
| July 31, 2025 | 38.69% |
| June 30, 2025 | 38.69% |
| May 31, 2025 | 38.69% |
| April 30, 2025 | 46.41% |
| March 31, 2025 | 46.41% |
| February 28, 2025 | 48.40% |
| January 31, 2025 | 48.40% |
| December 31, 2024 | 48.40% |
| November 30, 2024 | 48.40% |
| October 31, 2024 | 48.40% |
| September 30, 2024 | 48.40% |
| Date | Value |
|---|---|
| August 31, 2024 | 48.40% |
| July 31, 2024 | 48.40% |
| June 30, 2024 | 48.40% |
| May 31, 2024 | 48.40% |
| April 30, 2024 | 48.40% |
| March 31, 2024 | 48.40% |
| February 29, 2024 | 48.40% |
| January 31, 2024 | 48.40% |
| December 31, 2023 | 48.40% |
| November 30, 2023 | 48.40% |
| October 31, 2023 | 48.40% |
| September 30, 2023 | 48.40% |
| August 31, 2023 | 48.40% |
| July 31, 2023 | 48.40% |
| June 30, 2023 | 48.40% |
| May 31, 2023 | 48.40% |
| April 30, 2023 | 48.40% |
| March 31, 2023 | 48.40% |
| February 28, 2023 | 48.40% |
| January 31, 2023 | 48.40% |
| December 31, 2022 | 48.40% |
| November 30, 2022 | 48.40% |
| October 31, 2022 | 48.40% |
| September 30, 2022 | 48.40% |
| August 31, 2022 | 48.40% |
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
| RLI Corp. | 43.50% |
| W.R. Berkley Corp. | 26.29% |
| Cincinnati Financial Corp. | 35.76% |
| Mercury General Corp. | 55.29% |
| The Travelers Cos., Inc. | 18.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.711 |
| Beta (5Y) | 0.2586 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.04% |
| Historical Sharpe Ratio (5Y) | -0.0059 |
| Historical Sortino (5Y) | -0.0104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.84% |