Triad Guaranty Inc (TGIC)
0.0000
0.00 (0.00%)
USD |
OTCM |
Nov 25, 10:45
Triad Guaranty Max Drawdown (5Y): 100.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 100.00% |
| August 31, 2024 | 100.00% |
| July 31, 2024 | 100.00% |
| June 30, 2024 | 100.00% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.98% |
| August 31, 2023 | 99.98% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.98% |
| March 31, 2023 | 99.98% |
| February 28, 2023 | 99.98% |
| January 31, 2023 | 99.98% |
| December 31, 2022 | 99.98% |
| November 30, 2022 | 99.98% |
| October 31, 2022 | 99.98% |
| September 30, 2022 | 99.98% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.98% |
| July 31, 2022 | 99.98% |
| June 30, 2022 | 99.98% |
| May 31, 2022 | 99.98% |
| April 30, 2022 | 99.98% |
| March 31, 2022 | 99.98% |
| February 28, 2022 | 99.98% |
| January 31, 2022 | 99.98% |
| December 31, 2021 | 99.98% |
| November 30, 2021 | 99.98% |
| October 31, 2021 | 99.98% |
| September 30, 2021 | 99.34% |
| August 31, 2021 | 98.94% |
| July 31, 2021 | 98.13% |
| June 30, 2021 | 98.56% |
| May 31, 2021 | 98.56% |
| April 30, 2021 | 98.56% |
| March 31, 2021 | 98.56% |
| February 28, 2021 | 98.56% |
| January 31, 2021 | 98.56% |
| December 31, 2020 | 98.56% |
| November 30, 2020 | 98.56% |
| October 31, 2020 | 98.56% |
| September 30, 2020 | 98.56% |
| August 31, 2020 | 98.56% |
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
98.13%
Minimum
Jul 2021
100.00%
Maximum
Dec 2023
99.44%
Average
99.98%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
| Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3911.44 |
| Beta (5Y) | -291.76 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.22K% |
| Historical Sharpe Ratio (5Y) | -0.0024 |
| Historical Sortino (5Y) | -0.6124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 98.00% |