Selective Insurance Group Inc (SIGI)
96.38
+0.40
(+0.42%)
USD |
NASDAQ |
Nov 21, 16:00
97.13
+0.75
(+0.78%)
Pre-Market: 08:37
Selective Insurance Group Max Drawdown (5Y): 48.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.40% |
| September 30, 2024 | 48.40% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.40% |
| August 31, 2022 | 48.40% |
| July 31, 2022 | 48.40% |
| June 30, 2022 | 48.40% |
| May 31, 2022 | 48.40% |
| April 30, 2022 | 48.40% |
| March 31, 2022 | 48.40% |
| February 28, 2022 | 48.40% |
| January 31, 2022 | 48.40% |
| December 31, 2021 | 48.40% |
| November 30, 2021 | 48.40% |
| October 31, 2021 | 48.40% |
| September 30, 2021 | 48.40% |
| August 31, 2021 | 48.40% |
| July 31, 2021 | 48.40% |
| June 30, 2021 | 48.40% |
| May 31, 2021 | 48.40% |
| April 30, 2021 | 48.40% |
| March 31, 2021 | 48.40% |
| February 28, 2021 | 48.40% |
| January 31, 2021 | 48.40% |
| December 31, 2020 | 48.40% |
| November 30, 2020 | 48.40% |
| October 31, 2020 | 48.40% |
| September 30, 2020 | 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
20.28%
Minimum
Nov 2019
48.40%
Maximum
Mar 2020
46.69%
Average
48.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| HCI Group Inc | 78.77% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| United Fire Group Inc | 64.48% |
| Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.594 |
| Beta (5Y) | 0.5689 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.00% |
| Historical Sharpe Ratio (5Y) | 0.19 |
| Historical Sortino (5Y) | 0.2554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |